-67.1%
AAL vs WM
+339.4%
-406.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.9% |
| 7D | +4.6% | +1.2% | +3.4% | +4.0% |
| 30D | +2.6% | +13.1% | -10.5% | -3.4% |
| 3M | -17.8% | +3.6% | -21.4% | -19.4% |
| 6M | +1.9% | +8.1% | -6.2% | -3.1% |
| YTD | -14.0% | +8.9% | -22.9% | -19.4% |
| 1Y | +0.2% | +20.3% | -20.1% | -11.2% |
| 3Y | +13.0% | +46.2% | -33.1% | -14.8% |
| 5Y | -39.6% | +59.9% | -99.5% | -58.4% |
| All | -67.1% | +339.4% | -406.5% | -88.8% |
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