-33.9%
AAL vs DECK
+31.2%
-65.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.0% | +0.3% | +3.7% |
| 7D | +8.3% | +10.4% | -2.0% | +3.8% |
| 30D | +6.2% | +11.1% | -4.9% | +1.5% |
| 3M | -17.7% | -10.8% | -6.9% | -13.7% |
| 6M | +15.4% | -8.7% | +24.2% | +19.9% |
| YTD | -11.1% | -14.0% | +3.0% | -6.5% |
| 1Y | +7.7% | +12.0% | -4.3% | +1.0% |
| 3Y | +13.8% | -10.5% | +24.2% | +0.7% |
| 5Y | -33.9% | +28.5% | -62.4% | -57.3% |
| All | -33.9% | +31.2% | -65.2% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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