+23.9%
AAL vs WOLF
+53.8%
-29.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.5% |
| 7D | +3.4% | +21.5% | -18.0% | +1.7% |
| 30D | +11.7% | -1.2% | +13.0% | +11.3% |
| 3M | -7.8% | -8.2% | +0.4% | -8.1% |
| 6M | +10.2% | -45.0% | +55.2% | +11.5% |
| YTD | -8.0% | +59.0% | -67.0% | -14.4% |
| 1Y | +8.5% | +59.1% | -50.5% | +0.9% |
| All | +23.9% | +53.8% | -29.9% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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