+15.9%
AAL vs DFNS
-100.0%
+115.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -1.0% |
| 7D | -0.1% | -6.0% | +5.9% | -0.1% |
| 30D | +11.7% | -71.2% | +82.9% | +12.3% |
| 3M | -12.5% | -94.5% | +82.0% | -11.6% |
| 6M | +3.6% | -96.5% | +100.2% | +3.6% |
| YTD | -14.1% | -99.6% | +85.5% | -13.8% |
| 1Y | +0.8% | -99.7% | +100.5% | +1.2% |
| 3Y | +11.8% | -100.0% | +111.8% | +10.9% |
| 5Y | -35.1% | -100.0% | +64.9% | -34.0% |
| All | +15.9% | -100.0% | +115.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling