-65.2%
AAL vs WY
+7.2%
-72.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +1.2% |
| 7D | -0.9% | -3.7% | +2.8% | +1.7% |
| 30D | -16.0% | -11.3% | -4.7% | -8.6% |
| 3M | -4.2% | -8.1% | +3.9% | +0.9% |
| 6M | +15.7% | -7.4% | +23.1% | +20.9% |
| YTD | -16.2% | -4.7% | -11.5% | -14.6% |
| 1Y | +0.2% | -9.2% | +9.4% | +5.1% |
| 3Y | -8.1% | -24.7% | +16.6% | +8.0% |
| 5Y | -32.2% | -21.6% | -10.6% | -22.4% |
| All | -65.2% | +7.2% | -72.5% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling