+421.2%
GLW vs AAL
-7.9%
+429.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.4% |
| 7D | +3.8% | -3.7% | +7.5% | +4.7% |
| 30D | -1.3% | -20.8% | +19.5% | +4.0% |
| 3M | -21.8% | -1.3% | -20.5% | -21.5% |
| 6M | +6.9% | +5.4% | +1.5% | +5.3% |
| YTD | +77.2% | -14.4% | +91.5% | +80.3% |
| 1Y | +123.2% | +2.1% | +121.1% | +117.8% |
| All | +421.2% | -7.9% | +429.1% | +366.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling