-64.8%
AAL vs D
+34.8%
-99.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -3.7% | +1.5% | -5.2% | -4.2% |
| 30D | -20.8% | -2.6% | -18.2% | -20.2% |
| 3M | -1.3% | 0.0% | -1.3% | -1.4% |
| 6M | +5.4% | +7.4% | -2.0% | +2.7% |
| YTD | -14.4% | +15.9% | -30.2% | -18.7% |
| 1Y | +2.1% | +18.1% | -16.0% | -3.8% |
| 3Y | -10.6% | +58.4% | -68.9% | -24.4% |
| 5Y | -32.2% | +5.2% | -37.4% | -35.1% |
| All | -64.8% | +34.8% | -99.7% | -69.0% |
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