+13.0%
AAL vs DE
+89.5%
-76.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -4.8% |
| 7D | +2.9% | +2.3% | +0.6% | +2.1% |
| 30D | +6.5% | +4.4% | +2.1% | +4.8% |
| 3M | -10.9% | +9.8% | -20.6% | -14.6% |
| 6M | +4.9% | +15.8% | -10.9% | -2.1% |
| YTD | -13.2% | +47.0% | -60.1% | -30.3% |
| 1Y | -1.1% | +42.8% | -43.9% | -19.6% |
| All | +13.0% | +89.5% | -76.5% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling