-40.8%
AAL vs DFNS
-100.0%
+59.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -12.2% | +14.2% | +2.0% |
| 7D | +4.6% | -44.0% | +48.6% | +4.8% |
| 30D | +2.6% | -69.1% | +71.7% | +3.1% |
| 3M | -17.8% | -95.6% | +77.9% | -16.8% |
| 6M | +1.9% | -96.2% | +98.0% | +1.8% |
| YTD | -14.0% | -99.6% | +85.6% | -13.7% |
| 1Y | +0.2% | -99.7% | +100.0% | +0.7% |
| 3Y | +13.0% | -100.0% | +113.0% | +11.2% |
| All | -40.8% | -100.0% | +59.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling