-29.0%
AAL vs WULF
+289.0%
-318.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.2% | -9.9% | -2.4% |
| 7D | -0.3% | +21.9% | -22.2% | -2.0% |
| 30D | -19.0% | +4.6% | -23.6% | -19.5% |
| 3M | -5.1% | -30.9% | +25.9% | -2.8% |
| 6M | +15.5% | +29.9% | -14.4% | +11.8% |
| YTD | -15.8% | +55.4% | -71.2% | -20.2% |
| 1Y | -0.3% | +94.1% | -94.4% | -8.1% |
| 3Y | -7.7% | +892.2% | -899.9% | -32.6% |
| 5Y | -32.5% | -26.7% | -5.8% | -47.9% |
| 10Y | -66.0% | +94.0% | -159.9% | -77.8% |
| All | -29.0% | +289.0% | -318.1% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling