-27.8%
AAL vs WPM
+4,432.4%
-4,460.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -3.7% | +1.1% | -4.8% | -3.8% |
| 30D | -20.8% | +26.4% | -47.2% | -22.2% |
| 3M | -1.3% | +20.8% | -22.1% | -2.8% |
| 6M | +5.4% | +1.1% | +4.3% | +4.9% |
| YTD | -14.4% | +32.5% | -46.8% | -16.4% |
| 1Y | +2.1% | +51.5% | -49.4% | -1.3% |
| 3Y | -10.6% | +267.0% | -277.6% | -18.8% |
| 5Y | -32.2% | +250.1% | -282.3% | -38.7% |
| 10Y | -62.7% | +540.4% | -603.1% | -68.0% |
| All | -27.8% | +4,432.4% | -4,460.2% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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