-67.6%
AAL vs WU
-22.0%
-45.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +1.9% |
| 7D | +3.4% | +2.1% | +1.3% | +1.4% |
| 30D | +11.7% | +10.1% | +1.6% | +4.1% |
| 3M | -7.8% | -1.1% | -6.6% | -8.1% |
| 6M | +10.2% | -19.8% | +30.0% | +22.8% |
| YTD | -8.0% | -20.8% | +12.7% | +2.0% |
| 1Y | +8.5% | -15.1% | +23.7% | +14.4% |
| 3Y | +19.5% | -23.2% | +42.7% | +31.3% |
| 5Y | -33.9% | -42.6% | +8.7% | -14.0% |
| 10Y | -66.0% | -38.9% | -27.1% | -58.2% |
| All | -67.6% | -22.0% | -45.6% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling