+332.5%
AAL vs DG
+606.1%
-273.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | -3.7% | +8.4% | -12.1% | -5.6% |
| 30D | -20.8% | +4.9% | -25.7% | -21.8% |
| 3M | -1.3% | +29.3% | -30.6% | -7.0% |
| 6M | +5.4% | -11.3% | +16.6% | +7.8% |
| YTD | -14.4% | +1.8% | -16.1% | -15.2% |
| 1Y | +2.1% | +25.3% | -23.2% | -4.0% |
| 3Y | -10.6% | +9.1% | -19.6% | -16.8% |
| 5Y | -32.2% | -34.9% | +2.7% | -28.1% |
| 10Y | -62.7% | +108.2% | -170.9% | -74.4% |
| All | +332.5% | +606.1% | -273.5% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling