-40.7%
AAL vs DECK
+25.8%
-66.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -4.5% |
| 7D | +1.2% | +6.0% | -4.8% | -1.3% |
| 30D | -0.5% | +7.4% | -8.0% | -3.5% |
| 3M | -22.0% | -11.7% | -10.4% | -17.9% |
| 6M | +4.5% | -11.0% | +15.5% | +9.7% |
| YTD | -15.7% | -15.4% | -0.3% | -10.6% |
| 1Y | -3.7% | +7.2% | -10.9% | -8.0% |
| 3Y | +7.9% | -11.8% | +19.8% | -3.7% |
| 5Y | -40.7% | +24.3% | -65.1% | -62.3% |
| All | -40.7% | +25.8% | -66.5% | -62.3% |
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