-65.1%
AAL vs DAR
+364.6%
-429.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -13.7% | +7.4% | -21.2% | -17.1% |
| 3M | -8.2% | +15.7% | -23.8% | -16.0% |
| 6M | +13.1% | +30.0% | -16.9% | -3.7% |
| YTD | -15.6% | +87.5% | -103.1% | -40.8% |
| 1Y | +1.4% | +113.4% | -112.0% | -34.5% |
| 3Y | -7.4% | +15.3% | -22.7% | -22.0% |
| 5Y | -35.9% | -4.3% | -31.6% | -43.5% |
| 10Y | -65.1% | +380.2% | -445.3% | -88.3% |
| All | -65.1% | +364.6% | -429.7% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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