-65.1%
AAL vs DD
+64.9%
-130.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +2.2% |
| 7D | -1.3% | -3.8% | +2.5% | +1.6% |
| 30D | -13.7% | -9.2% | -4.5% | -7.2% |
| 3M | -8.2% | -9.0% | +0.8% | -1.3% |
| 6M | +13.1% | -5.0% | +18.1% | +16.9% |
| YTD | -15.6% | +7.4% | -23.0% | -21.0% |
| 1Y | +1.4% | +35.1% | -33.7% | -21.4% |
| 3Y | -7.4% | +43.2% | -50.7% | -34.1% |
| 5Y | -35.9% | +59.6% | -95.6% | -58.6% |
| 10Y | -65.1% | +66.5% | -131.6% | -81.4% |
| All | -65.1% | +64.9% | -130.1% | -81.4% |
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