-27.6%
AAL vs WY
+70.3%
-97.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.4% |
| 7D | -0.1% | -0.8% | +0.7% | +0.5% |
| 30D | +11.7% | +10.1% | +1.6% | +3.6% |
| 3M | -12.5% | -15.4% | +2.8% | -1.5% |
| 6M | +3.6% | -8.3% | +11.9% | +9.0% |
| YTD | -14.1% | -9.8% | -4.3% | -9.3% |
| 1Y | +0.8% | -3.9% | +4.6% | +1.2% |
| 3Y | +11.8% | -23.3% | +35.1% | +29.7% |
| 5Y | -35.1% | -31.2% | -3.9% | -18.0% |
| 10Y | -68.3% | +5.5% | -73.8% | -74.0% |
| All | -27.6% | +70.3% | -97.9% | -69.5% |
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