-67.1%
AAL vs D
+42.6%
-109.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +4.6% | +3.0% | +1.6% | +3.7% |
| 30D | +2.6% | +11.5% | -8.9% | -0.7% |
| 3M | -17.8% | +3.7% | -21.5% | -18.7% |
| 6M | +1.9% | +13.5% | -11.7% | -2.4% |
| YTD | -14.0% | +20.7% | -34.7% | -19.4% |
| 1Y | +0.2% | +18.2% | -18.0% | -5.5% |
| 3Y | +13.0% | +73.3% | -60.3% | -6.8% |
| 5Y | -39.6% | +12.3% | -51.9% | -43.3% |
| All | -67.1% | +42.6% | -109.7% | -70.5% |
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 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