+24.6%
AAL vs DFNS
-100.0%
+124.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +7.4% |
| 7D | +8.3% | -42.8% | +51.1% | +8.5% |
| 30D | +11.0% | -67.6% | +78.5% | +11.5% |
| 3M | -11.2% | -94.9% | +83.7% | -10.1% |
| 6M | +6.1% | -96.7% | +102.8% | +6.1% |
| YTD | -7.6% | -99.6% | +92.0% | -7.3% |
| 1Y | +3.7% | -99.7% | +103.5% | +4.2% |
| 3Y | +20.5% | -100.0% | +120.5% | +19.5% |
| 5Y | -36.4% | -100.0% | +63.6% | -35.3% |
| All | +24.6% | -100.0% | +124.6% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling