-27.6%
AAL vs DAR
+1,350.6%
-1,378.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +4.6% | -9.9% | +14.5% | +9.3% |
| 30D | +2.6% | -16.4% | +18.9% | +10.2% |
| 3M | -17.8% | -17.1% | -0.7% | -12.3% |
| 6M | +1.9% | -20.5% | +22.3% | +9.3% |
| YTD | -14.0% | +39.4% | -53.4% | -29.4% |
| 1Y | +0.2% | +57.2% | -57.0% | -22.4% |
| 3Y | +13.0% | +13.9% | -0.8% | -4.1% |
| 5Y | -39.6% | -40.8% | +1.2% | -33.4% |
| 10Y | -65.7% | +276.2% | -341.9% | -84.2% |
| All | -27.6% | +1,350.6% | -1,378.1% | -82.8% |
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