-32.6%
AAL vs DGX
+66.8%
-99.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.9% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -12.9% | -1.2% | -11.7% | -12.6% |
| 3M | -11.2% | +15.8% | -27.0% | -14.4% |
| 6M | +17.8% | +18.2% | -0.3% | +12.8% |
| YTD | -15.1% | +37.2% | -52.3% | -22.1% |
| 1Y | +0.5% | +30.4% | -29.9% | -6.7% |
| 3Y | -7.7% | +96.7% | -104.4% | -26.0% |
| All | -32.6% | +66.8% | -99.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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