-65.4%
AAL vs D
+42.1%
-107.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +8.0% | +7.6% |
| 7D | +8.3% | +0.8% | +7.5% | +8.0% |
| 30D | +11.0% | +10.7% | +0.3% | +7.7% |
| 3M | -11.2% | +2.3% | -13.5% | -11.8% |
| 6M | +6.1% | +12.5% | -6.4% | +1.9% |
| YTD | -7.6% | +20.1% | -27.7% | -13.3% |
| 1Y | +3.7% | +15.6% | -11.8% | -1.5% |
| 3Y | +20.5% | +75.2% | -54.7% | -1.1% |
| 5Y | -36.4% | +14.6% | -51.0% | -40.8% |
| 10Y | -65.4% | +43.8% | -109.2% | -69.3% |
| All | -65.4% | +42.1% | -107.6% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling