-32.2%
AAL vs DE
+97.0%
-129.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.9% | -2.4% | +1.4% | +0.2% |
| 30D | -16.0% | +9.7% | -25.7% | -20.0% |
| 3M | -4.2% | +21.4% | -25.6% | -13.4% |
| 6M | +15.7% | +15.0% | +0.7% | +6.6% |
| YTD | -16.2% | +46.4% | -62.6% | -33.4% |
| 1Y | +0.2% | +45.6% | -45.4% | -20.5% |
| 3Y | -8.1% | +76.8% | -84.9% | -35.4% |
| 5Y | -32.2% | +99.4% | -131.6% | -56.7% |
| All | -32.2% | +97.0% | -129.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling