+155.4%
IWM vs AAL
-65.8%
+221.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.3% | +10.1% | -9.8% | -2.1% |
| 30D | +0.6% | +10.6% | -10.0% | -2.0% |
| 3M | -6.2% | -5.9% | -0.3% | -5.1% |
| 6M | -0.8% | +5.7% | -6.5% | -3.2% |
| YTD | +14.8% | -8.0% | +22.7% | +14.8% |
| 1Y | +16.1% | +6.0% | +10.1% | +12.1% |
| 3Y | +71.5% | +19.6% | +52.0% | +53.2% |
| 5Y | +25.8% | -34.6% | +60.3% | +25.3% |
| 10Y | +155.4% | -65.5% | +220.9% | +165.4% |
| All | +155.4% | -65.8% | +221.2% | +165.4% |
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