-63.1%
AAL vs WM
+306.5%
-369.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.8% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -20.8% | -2.4% | -18.4% | -20.0% |
| 3M | -1.3% | +0.4% | -1.7% | -2.3% |
| 6M | +5.4% | -9.5% | +14.9% | +9.4% |
| YTD | -14.4% | +0.5% | -14.9% | -16.3% |
| 1Y | +2.1% | -1.1% | +3.2% | +0.3% |
| 3Y | -10.6% | +46.0% | -56.6% | -33.5% |
| 5Y | -32.2% | +51.8% | -84.0% | -52.5% |
| All | -63.1% | +306.5% | -369.6% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling