-27.8%
AAL vs D
+273.6%
-301.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +2.0% |
| 7D | -3.7% | +0.4% | -4.2% | -4.0% |
| 30D | -20.8% | -3.6% | -17.2% | -19.2% |
| 3M | -1.3% | -1.0% | -0.3% | -1.1% |
| 6M | +5.4% | +6.3% | -0.9% | +0.8% |
| YTD | -14.4% | +14.7% | -29.1% | -21.9% |
| 1Y | +2.1% | +16.9% | -14.8% | -8.3% |
| 3Y | -10.6% | +56.8% | -67.4% | -34.9% |
| 5Y | -32.2% | +5.2% | -37.4% | -38.8% |
| 10Y | -62.7% | +35.9% | -98.6% | -75.6% |
| All | -27.8% | +273.6% | -301.4% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling