+1.4%
AAL vs DD
+33.7%
-32.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.8% |
| 7D | -1.3% | -3.8% | +2.5% | +1.0% |
| 30D | -13.7% | -9.2% | -4.5% | -8.6% |
| 3M | -8.2% | -9.0% | +0.8% | -2.9% |
| 6M | +13.1% | -5.0% | +18.1% | +16.2% |
| YTD | -15.6% | +7.4% | -23.0% | -17.3% |
| 1Y | +1.4% | +35.1% | -33.7% | -8.2% |
| All | +1.4% | +33.7% | -32.2% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling