+6.4%
AAL vs WM
+20.0%
-13.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.5% |
| 7D | +8.3% | -0.5% | +8.7% | +8.1% |
| 30D | +11.0% | +13.3% | -2.3% | +15.2% |
| 3M | -11.2% | +4.4% | -15.5% | -10.3% |
| 6M | +6.1% | +10.8% | -4.8% | +9.4% |
| YTD | -7.6% | +9.1% | -16.7% | -6.3% |
| All | +6.4% | +20.0% | -13.6% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling