-7.7%
AAL vs DG
+10.3%
-18.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.2% |
| 7D | -0.3% | -2.5% | +2.1% | 0.0% |
| 30D | -19.0% | +1.0% | -20.0% | -19.1% |
| 3M | -5.1% | +20.3% | -25.4% | -6.7% |
| 6M | +15.5% | -11.7% | +27.2% | +15.4% |
| YTD | -15.8% | -2.3% | -13.5% | -16.1% |
| 1Y | -0.3% | +20.0% | -20.3% | -1.7% |
| 3Y | -7.7% | +7.2% | -14.9% | -3.7% |
| All | -7.7% | +10.3% | -18.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling