-8.8%
AAL vs WULF
+796.7%
-805.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.1% |
| 7D | -0.9% | -0.6% | -0.4% | -0.9% |
| 30D | -16.0% | -3.6% | -12.3% | -15.9% |
| 3M | -4.2% | -30.4% | +26.2% | -1.5% |
| 6M | +15.7% | +12.5% | +3.2% | +12.7% |
| YTD | -16.2% | +40.5% | -56.6% | -20.8% |
| 1Y | +0.2% | +53.0% | -52.8% | -7.0% |
| All | -8.8% | +796.7% | -805.5% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling