+471.3%
IWM vs AAL
-28.9%
+500.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.3% | +3.4% | -3.8% | -1.0% |
| 30D | +1.9% | +11.7% | -9.9% | -0.5% |
| 3M | -5.7% | -7.8% | +2.1% | -4.4% |
| 6M | -0.3% | +10.2% | -10.5% | -3.0% |
| YTD | +15.8% | -8.0% | +23.8% | +16.0% |
| 1Y | +17.1% | +8.5% | +8.5% | +13.4% |
| 3Y | +73.1% | +19.5% | +53.6% | +59.0% |
| 5Y | +25.9% | -33.9% | +59.8% | +26.5% |
| 10Y | +151.9% | -66.0% | +217.9% | +155.8% |
| All | +471.3% | -28.9% | +500.2% | +243.7% |
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