-32.2%
AAL vs WULF
-35.5%
+3.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.2% |
| 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% | -1.8% |
| 6M | +15.7% | +12.5% | +3.2% | +13.0% |
| YTD | -16.2% | +40.5% | -56.6% | -20.3% |
| 1Y | +0.2% | +53.0% | -52.8% | -6.2% |
| 3Y | -8.1% | +796.7% | -804.7% | -34.4% |
| 5Y | -32.2% | -30.9% | -1.3% | -54.1% |
| All | -32.2% | -35.5% | +3.3% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling