+74.6%
IWM vs AAL
+16.4%
+58.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.4% | -4.2% | +1.4% |
| 7D | +1.2% | +8.3% | -7.0% | -0.8% |
| 30D | +1.3% | +11.0% | -9.7% | -1.4% |
| 3M | -6.1% | -11.2% | +5.1% | -3.7% |
| 6M | -0.1% | +6.1% | -6.2% | -2.7% |
| YTD | +15.5% | -7.6% | +23.2% | +15.3% |
| 1Y | +18.1% | +3.7% | +14.4% | +14.2% |
| 3Y | +74.6% | +20.5% | +54.1% | +41.2% |
| All | +74.6% | +16.4% | +58.2% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling