+7.7%
AAL vs D
+23.9%
-16.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +6.0% |
| 7D | +8.3% | +8.5% | -0.2% | +8.0% |
| 30D | +6.2% | +14.3% | -8.1% | +6.1% |
| 3M | -17.7% | +1.8% | -19.5% | -18.4% |
| 6M | +15.4% | +13.0% | +2.4% | +14.7% |
| YTD | -11.1% | +22.7% | -33.8% | -9.3% |
| 1Y | +7.7% | +22.6% | -14.9% | +9.5% |
| All | +7.7% | +23.9% | -16.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling