-27.8%
AAL vs WY
+88.4%
-116.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | -3.7% | -1.7% | -2.0% | -2.5% |
| 30D | -20.8% | -10.1% | -10.7% | -14.2% |
| 3M | -1.3% | -5.1% | +3.9% | +1.9% |
| 6M | +5.4% | -4.8% | +10.2% | +8.2% |
| YTD | -14.4% | -0.2% | -14.1% | -15.7% |
| 1Y | +2.1% | -6.6% | +8.7% | +5.0% |
| 3Y | -10.6% | -22.7% | +12.2% | +3.9% |
| 5Y | -32.2% | -22.2% | -10.0% | -22.0% |
| 10Y | -62.7% | +7.3% | -70.0% | -69.7% |
| All | -27.8% | +88.4% | -116.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling