+824.5%
GLW vs AAL
-28.9%
+853.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -11.1% | +10.1% | -21.2% | -12.6% |
| 30D | -28.4% | +10.6% | -39.0% | -29.8% |
| 3M | -28.8% | -5.9% | -22.9% | -28.1% |
| 6M | -39.8% | +5.7% | -45.5% | -40.7% |
| YTD | +28.7% | -8.0% | +36.7% | +29.4% |
| 1Y | +27.7% | +6.0% | +21.7% | +25.0% |
| 3Y | +331.3% | +19.6% | +311.8% | +299.3% |
| 5Y | +233.4% | -34.6% | +268.0% | +234.5% |
| 10Y | +521.8% | -65.5% | +587.2% | +527.1% |
| All | +824.5% | -28.9% | +853.4% | +524.5% |
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