+66.0%
IWM vs AAL
-7.8%
+73.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -2.3% | -19.0% | +16.7% | +2.8% |
| 3M | +4.0% | -5.1% | +9.0% | +4.5% |
| 6M | +17.9% | +15.5% | +2.5% | +12.1% |
| YTD | +20.2% | -15.8% | +36.0% | +23.1% |
| 1Y | +25.0% | -0.3% | +25.3% | +21.9% |
| 3Y | +66.0% | -7.7% | +73.6% | +46.8% |
| All | +66.0% | -7.8% | +73.8% | +46.8% |
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