-40.8%
AAL vs DAR
-41.1%
+0.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +4.6% | -9.9% | +14.5% | +8.3% |
| 30D | +2.6% | -16.4% | +18.9% | +8.6% |
| 3M | -17.8% | -17.1% | -0.7% | -13.5% |
| 6M | +1.9% | -20.5% | +22.3% | +7.8% |
| YTD | -14.0% | +39.4% | -53.4% | -29.1% |
| 1Y | +0.2% | +57.2% | -57.0% | -21.9% |
| 3Y | +13.0% | +13.9% | -0.8% | -4.2% |
| All | -40.8% | -41.1% | +0.3% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling