-68.6%
AAL vs DE
+762.0%
-830.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +11.7% | +3.6% | +8.1% | +9.5% |
| 3M | -12.5% | +10.2% | -22.8% | -18.6% |
| 6M | +3.6% | +16.6% | -13.0% | -7.9% |
| YTD | -14.1% | +45.8% | -59.9% | -36.1% |
| 1Y | +0.8% | +43.9% | -43.1% | -24.7% |
| 3Y | +11.8% | +89.6% | -77.8% | -32.6% |
| 5Y | -35.1% | +100.3% | -135.4% | -64.1% |
| All | -68.6% | +762.0% | -830.6% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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