-66.0%
AAL vs WM
+332.5%
-398.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | +3.4% | +0.8% | +2.7% | +3.0% |
| 30D | +11.7% | +13.8% | -2.1% | +4.9% |
| 3M | -7.8% | +6.4% | -14.2% | -10.8% |
| 6M | +10.2% | +13.2% | -3.0% | +2.5% |
| YTD | -8.0% | +10.8% | -18.8% | -14.4% |
| 1Y | +8.5% | +20.2% | -11.6% | -3.6% |
| 3Y | +19.5% | +46.5% | -27.0% | -9.7% |
| 5Y | -33.9% | +61.3% | -95.2% | -54.5% |
| 10Y | -66.0% | +324.8% | -390.8% | -87.7% |
| All | -66.0% | +332.5% | -398.5% | -87.7% |
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