+495.8%
IWM vs AAL
-33.8%
+529.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.8% |
| 30D | -1.3% | -20.8% | +19.6% | +3.3% |
| 3M | +1.6% | -1.3% | +2.9% | +1.3% |
| 6M | +13.6% | +5.4% | +8.2% | +11.3% |
| YTD | +20.8% | -14.4% | +35.1% | +22.9% |
| 1Y | +26.4% | +2.1% | +24.3% | +23.8% |
| 3Y | +60.7% | -10.6% | +71.2% | +56.3% |
| 5Y | +38.2% | -32.2% | +70.4% | +38.3% |
| 10Y | +169.5% | -62.7% | +232.2% | +169.9% |
| All | +495.8% | -33.8% | +529.6% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling