-32.6%
AAL vs WTW
+42.0%
-74.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -5.7% | +4.8% | +2.1% |
| 30D | -12.9% | -7.3% | -5.6% | -9.6% |
| 3M | -11.2% | +21.5% | -32.7% | -20.4% |
| 6M | +17.8% | +9.6% | +8.2% | +10.3% |
| YTD | -15.1% | -3.3% | -11.9% | -14.7% |
| 1Y | +0.5% | -6.1% | +6.6% | +2.7% |
| 3Y | -7.7% | +61.8% | -69.5% | -38.4% |
| All | -32.6% | +42.0% | -74.6% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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