+2.1%
AAL vs WY
-4.5%
+6.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.7% | -1.7% | -2.0% | -3.0% |
| 30D | -20.8% | -10.1% | -10.7% | -17.1% |
| 3M | -1.3% | -5.1% | +3.9% | +1.0% |
| 6M | +5.4% | -4.8% | +10.2% | +7.0% |
| YTD | -14.4% | -0.2% | -14.1% | -13.4% |
| 1Y | +2.1% | -6.6% | +8.7% | +4.7% |
| All | +2.1% | -4.5% | +6.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling