+775.1%
GLW vs AAL
-33.6%
+808.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | -13.9% | +4.6% | -18.5% | -14.7% |
| 30D | -35.0% | +2.6% | -37.6% | -35.4% |
| 3M | -32.4% | -17.8% | -14.6% | -30.0% |
| 6M | -41.3% | +1.9% | -43.2% | -41.8% |
| YTD | +21.8% | -14.0% | +35.9% | +23.9% |
| 1Y | +21.8% | +0.2% | +21.6% | +20.3% |
| 3Y | +307.7% | +13.0% | +294.6% | +281.1% |
| 5Y | +213.7% | -39.6% | +253.3% | +219.1% |
| 10Y | +509.3% | -65.7% | +574.9% | +515.7% |
| All | +775.1% | -33.6% | +808.6% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling