+19.6%
AAL vs D
+74.2%
-54.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +10.1% | +2.4% | +7.7% | +9.5% |
| 30D | +10.6% | +10.9% | -0.3% | +8.1% |
| 3M | -5.9% | +2.8% | -8.8% | -6.6% |
| 6M | +5.7% | +12.7% | -7.0% | +2.3% |
| YTD | -8.0% | +20.3% | -28.3% | -12.6% |
| 1Y | +6.0% | +17.1% | -11.1% | +1.3% |
| 3Y | +19.6% | +75.1% | -55.6% | -1.3% |
| All | +19.6% | +74.2% | -54.6% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling