+542.4%
GLW vs AAL
-64.0%
+606.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.4% | +1.8% | +7.5% |
| 7D | -5.9% | +8.3% | -14.1% | -7.6% |
| 30D | -26.0% | +11.0% | -37.0% | -27.9% |
| 3M | -29.9% | -11.2% | -18.7% | -28.0% |
| 6M | -37.8% | +6.1% | -43.8% | -39.0% |
| YTD | +33.1% | -7.6% | +40.8% | +33.6% |
| 1Y | +36.8% | +3.7% | +33.1% | +33.5% |
| 3Y | +356.1% | +20.5% | +335.6% | +308.9% |
| 5Y | +243.8% | -36.4% | +280.2% | +244.3% |
| 10Y | +542.4% | -65.4% | +607.8% | +560.4% |
| All | +542.4% | -64.0% | +606.4% | +560.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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