-27.8%
AAL vs WM
+1,239.1%
-1,266.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +2.2% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -20.8% | -2.4% | -18.4% | -19.4% |
| 3M | -1.3% | +0.4% | -1.7% | -3.0% |
| 6M | +5.4% | -9.5% | +14.9% | +11.5% |
| YTD | -14.4% | +0.5% | -14.9% | -17.5% |
| 1Y | +2.1% | -1.1% | +3.2% | -1.2% |
| 3Y | -10.6% | +46.0% | -56.6% | -42.1% |
| 5Y | -32.2% | +51.8% | -84.0% | -59.7% |
| 10Y | -62.7% | +307.5% | -370.2% | -92.1% |
| All | -27.8% | +1,239.1% | -1,266.9% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling