-68.6%
AAL vs DD
+97.1%
-165.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -0.1% | +5.0% | -5.0% | -3.6% |
| 30D | +11.7% | +19.7% | -8.0% | -3.0% |
| 3M | -12.5% | +7.2% | -19.7% | -17.6% |
| 6M | +3.6% | +1.0% | +2.6% | +2.1% |
| YTD | -14.1% | +29.1% | -43.2% | -30.5% |
| 1Y | +0.8% | +28.5% | -27.7% | -18.2% |
| 3Y | +11.8% | +89.4% | -77.6% | -36.0% |
| 5Y | -35.1% | +67.1% | -102.2% | -59.3% |
| All | -68.6% | +97.1% | -165.7% | -83.9% |
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