-36.4%
AAL vs WM
+60.4%
-96.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +8.3% | -0.5% | +8.7% | +8.3% |
| 30D | +11.0% | +13.3% | -2.3% | +9.4% |
| 3M | -11.2% | +4.4% | -15.5% | -11.6% |
| 6M | +6.1% | +10.8% | -4.8% | +4.3% |
| YTD | -7.6% | +9.1% | -16.7% | -9.4% |
| 1Y | +3.7% | +19.1% | -15.4% | -0.2% |
| 3Y | +20.5% | +45.7% | -25.2% | +7.7% |
| 5Y | -36.4% | +60.4% | -96.8% | -47.4% |
| All | -36.4% | +60.4% | -96.8% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling