-28.9%
AAL vs WTW
+406.2%
-435.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +3.0% |
| 7D | -1.3% | -7.1% | +5.8% | +4.3% |
| 30D | -13.7% | -8.5% | -5.2% | -7.9% |
| 3M | -8.2% | +20.6% | -28.7% | -21.7% |
| 6M | +13.1% | +7.2% | +5.9% | +3.7% |
| YTD | -15.6% | -3.9% | -11.7% | -16.4% |
| 1Y | +1.4% | -3.6% | +5.0% | -0.4% |
| 3Y | -7.4% | +60.7% | -68.1% | -42.4% |
| 5Y | -35.9% | +42.2% | -78.1% | -56.2% |
| 10Y | -65.1% | +195.5% | -260.6% | -88.5% |
| All | -28.9% | +406.2% | -435.1% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling