+342.1%
GLW vs AAL
-32.2%
+374.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.4% |
| 7D | +3.8% | -3.7% | +7.5% | +4.8% |
| 30D | -1.3% | -20.8% | +19.5% | +4.5% |
| 3M | -21.8% | -1.3% | -20.5% | -21.7% |
| 6M | +6.9% | +5.4% | +1.5% | +5.0% |
| YTD | +77.2% | -14.4% | +91.5% | +81.1% |
| 1Y | +123.2% | +2.1% | +121.1% | +117.5% |
| 3Y | +400.0% | -10.6% | +410.5% | +376.0% |
| All | +342.1% | -32.2% | +374.3% | +329.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling