-66.0%
AAL vs DG
+111.9%
-178.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.4% | -3.0% | +6.4% | +4.1% |
| 30D | +11.7% | +8.6% | +3.1% | +10.0% |
| 3M | -7.8% | +15.0% | -22.8% | -10.2% |
| 6M | +10.2% | +32.7% | -22.4% | +4.7% |
| YTD | -8.0% | +5.5% | -13.5% | -9.4% |
| 1Y | +8.5% | +34.6% | -26.1% | +2.5% |
| 3Y | +19.5% | +24.2% | -4.7% | +10.7% |
| 5Y | -33.9% | -32.3% | -1.6% | -29.9% |
| 10Y | -66.0% | +111.1% | -177.1% | -75.1% |
| All | -66.0% | +111.9% | -178.0% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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