+19.7%
AAL vs WU
-23.1%
+42.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +1.2% |
| 7D | +3.4% | +2.1% | +1.3% | +2.1% |
| 30D | +11.7% | +10.1% | +1.6% | +6.7% |
| 3M | -7.8% | -1.1% | -6.6% | -7.9% |
| 6M | +10.2% | -19.8% | +30.0% | +19.6% |
| YTD | -8.0% | -20.8% | +12.7% | -0.4% |
| 1Y | +8.5% | -15.1% | +23.7% | +12.4% |
| All | +19.7% | -23.1% | +42.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling