-22.5%
AAL vs DAR
+1,465.9%
-1,488.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.1% | -2.3% |
| 7D | +3.4% | +3.6% | -0.1% | +1.9% |
| 30D | +11.7% | -11.3% | +23.0% | +17.1% |
| 3M | -7.8% | -13.1% | +5.3% | -3.3% |
| 6M | +10.2% | -15.1% | +25.3% | +15.0% |
| YTD | -8.0% | +50.5% | -58.5% | -26.9% |
| 1Y | +8.5% | +57.9% | -49.4% | -15.9% |
| 3Y | +19.5% | +28.9% | -9.4% | -4.0% |
| 5Y | -33.9% | -31.4% | -2.5% | -31.7% |
| 10Y | -66.0% | +301.0% | -367.0% | -84.8% |
| All | -22.5% | +1,465.9% | -1,488.4% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling