-34.4%
AAL vs D
+12.4%
-46.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.4% |
| 7D | +2.9% | -3.1% | +6.0% | +3.7% |
| 30D | +6.5% | +8.4% | -1.9% | +4.5% |
| 3M | -10.9% | +0.2% | -11.1% | -10.9% |
| 6M | +4.9% | +9.5% | -4.6% | +2.3% |
| YTD | -13.2% | +18.8% | -32.0% | -17.3% |
| 1Y | -1.1% | +14.7% | -15.8% | -5.0% |
| 3Y | +12.8% | +72.9% | -60.1% | -3.7% |
| 5Y | -34.4% | +13.1% | -47.5% | -39.3% |
| All | -34.4% | +12.4% | -46.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling