-64.8%
AAL vs WULF
+82.7%
-147.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.9% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -12.9% | -2.6% | -10.2% | -12.9% |
| 3M | -11.2% | -34.0% | +22.8% | -8.9% |
| 6M | +17.8% | +10.0% | +7.9% | +15.8% |
| YTD | -15.1% | +45.7% | -60.8% | -19.0% |
| 1Y | +0.5% | +57.3% | -56.9% | -5.4% |
| 3Y | -7.7% | +878.9% | -886.6% | -31.0% |
| 5Y | -31.3% | -28.3% | -3.0% | -47.5% |
| All | -64.8% | +82.7% | -147.5% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 10y: compounded portfolio wealth divided by compounded WULF 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…
10y analysis · Full analysis span regression · 6 months rolling