-64.8%
AAL vs DE
+863.9%
-928.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.5% |
| 7D | -0.9% | -2.6% | +1.7% | +0.7% |
| 30D | -12.9% | +9.0% | -21.9% | -18.1% |
| 3M | -11.2% | +19.1% | -30.3% | -21.5% |
| 6M | +17.8% | +14.4% | +3.5% | +5.9% |
| YTD | -15.1% | +45.9% | -61.1% | -36.7% |
| 1Y | +0.5% | +43.6% | -43.1% | -24.7% |
| 3Y | -7.7% | +75.9% | -83.5% | -41.2% |
| 5Y | -31.3% | +98.8% | -130.1% | -62.0% |
| All | -64.8% | +863.9% | -928.7% | -92.3% |
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