+144.3%
IWM vs AAL
-68.0%
+212.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.3% |
| 7D | +2.8% | +2.9% | -0.2% | +2.0% |
| 30D | +0.6% | +6.5% | -5.9% | -1.1% |
| 3M | -7.8% | -10.9% | +3.1% | -5.5% |
| 6M | -1.0% | +4.9% | -5.9% | -3.2% |
| YTD | +13.9% | -13.2% | +27.1% | +15.6% |
| 1Y | +15.4% | -1.1% | +16.6% | +13.3% |
| 3Y | +70.2% | +12.8% | +57.4% | +54.2% |
| 5Y | +23.7% | -34.4% | +58.1% | +23.3% |
| All | +144.3% | -68.0% | +212.3% | +156.2% |
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 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