+13.9%
AAL vs DFNS
-99.9%
+113.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.3% |
| 7D | -1.3% | +4.6% | -5.9% | -1.3% |
| 30D | -13.7% | -73.9% | +60.1% | -13.3% |
| 3M | -8.2% | -71.7% | +63.5% | -8.9% |
| 6M | +13.1% | -94.6% | +107.7% | +12.6% |
| YTD | -15.6% | -98.1% | +82.5% | -15.8% |
| 1Y | +1.4% | -98.3% | +99.7% | +1.1% |
| 3Y | -7.4% | -99.9% | +92.4% | -8.6% |
| 5Y | -35.9% | -99.9% | +63.9% | -35.2% |
| All | +13.9% | -99.9% | +113.8% | +19.1% |
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