-66.0%
AAL vs DD
+99.0%
-165.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +3.4% | +3.2% | +0.2% | +1.1% |
| 30D | +11.7% | +20.3% | -8.6% | -3.3% |
| 3M | -7.8% | +8.2% | -16.0% | -13.7% |
| 6M | +10.2% | +3.4% | +6.8% | +6.7% |
| YTD | -8.0% | +30.6% | -38.7% | -26.3% |
| 1Y | +8.5% | +30.6% | -22.1% | -13.0% |
| 3Y | +19.5% | +91.1% | -71.6% | -32.1% |
| 5Y | -33.9% | +68.6% | -102.5% | -58.8% |
| 10Y | -66.0% | +99.9% | -165.9% | -82.8% |
| All | -66.0% | +99.0% | -165.0% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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