+20.7%
IWM vs AAL
-40.4%
+61.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.4% |
| 7D | -2.0% | +4.6% | -6.6% | -3.3% |
| 30D | -1.5% | +2.6% | -4.0% | -2.3% |
| 3M | -8.0% | -17.8% | +9.8% | -3.2% |
| 6M | -4.1% | +1.9% | -6.0% | -6.0% |
| YTD | +11.9% | -14.0% | +26.0% | +14.1% |
| 1Y | +15.0% | +0.2% | +14.8% | +11.8% |
| 3Y | +64.2% | +13.0% | +51.2% | +42.8% |
| All | +20.7% | -40.4% | +61.1% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling