-1.1%
AAL vs WOLF
+52.0%
-53.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.2% | -1.4% | -5.2% |
| 7D | +2.9% | +30.2% | -27.3% | +0.3% |
| 30D | +6.5% | -7.2% | +13.7% | +6.7% |
| 3M | -10.9% | -16.4% | +5.5% | -10.3% |
| 6M | +4.9% | -50.7% | +55.5% | +7.3% |
| YTD | -13.2% | +52.3% | -65.4% | -22.5% |
| 1Y | -1.1% | +35.6% | -36.7% | -11.0% |
| All | -1.1% | +52.0% | -53.1% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling