-27.6%
AAL vs D
+289.3%
-316.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.8% |
| 7D | +4.6% | +3.0% | +1.6% | +3.0% |
| 30D | +2.6% | +11.5% | -8.9% | -3.5% |
| 3M | -17.8% | +3.7% | -21.5% | -19.5% |
| 6M | +1.9% | +13.5% | -11.7% | -6.0% |
| YTD | -14.0% | +20.7% | -34.7% | -23.8% |
| 1Y | +0.2% | +18.2% | -18.0% | -10.4% |
| 3Y | +13.0% | +73.3% | -60.3% | -21.9% |
| 5Y | -39.6% | +12.3% | -51.9% | -47.3% |
| 10Y | -65.7% | +43.4% | -109.1% | -78.2% |
| All | -27.6% | +289.3% | -316.8% | -83.2% |
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