+10.9%
AAL vs WM
+50.2%
-39.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.2% | -6.3% | -5.1% |
| 7D | +1.2% | +4.5% | -3.3% | +1.2% |
| 30D | -0.5% | +16.1% | -16.6% | -0.1% |
| 3M | -22.0% | +8.0% | -30.1% | -21.9% |
| 6M | +4.5% | +8.4% | -3.9% | +4.7% |
| YTD | -15.7% | +11.2% | -26.9% | -16.0% |
| 1Y | -3.7% | +22.3% | -26.0% | -5.1% |
| All | +10.9% | +50.2% | -39.4% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling