-27.8%
AAL vs DE
+3,293.7%
-3,321.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -3.7% | +10.0% | -13.8% | -9.8% |
| 30D | -20.8% | +13.3% | -34.1% | -27.5% |
| 3M | -1.3% | +17.5% | -18.8% | -12.1% |
| 6M | +5.4% | +13.6% | -8.2% | -5.0% |
| YTD | -14.4% | +49.8% | -64.1% | -37.2% |
| 1Y | +2.1% | +47.9% | -45.8% | -24.9% |
| 3Y | -10.6% | +72.5% | -83.1% | -41.9% |
| 5Y | -32.2% | +90.2% | -122.4% | -60.5% |
| 10Y | -62.7% | +865.4% | -928.1% | -93.0% |
| All | -27.8% | +3,293.7% | -3,321.6% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling