+466.2%
IWM vs AAL
-28.9%
+495.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.3% | +10.1% | -9.8% | -1.6% |
| 30D | +0.6% | +10.6% | -10.0% | -1.5% |
| 3M | -6.2% | -5.9% | -0.3% | -5.3% |
| 6M | -0.8% | +5.7% | -6.5% | -2.7% |
| YTD | +14.8% | -8.0% | +22.7% | +15.0% |
| 1Y | +16.1% | +6.0% | +10.1% | +13.0% |
| 3Y | +71.5% | +19.6% | +52.0% | +57.5% |
| 5Y | +25.8% | -34.6% | +60.3% | +26.6% |
| 10Y | +155.4% | -65.5% | +220.9% | +158.7% |
| All | +466.2% | -28.9% | +495.1% | +240.6% |
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