-29.0%
AAL vs DGX
+548.3%
-577.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -19.0% | -1.2% | -17.8% | -18.5% |
| 3M | -5.1% | +19.9% | -25.0% | -14.8% |
| 6M | +15.5% | +19.2% | -3.7% | +3.5% |
| YTD | -15.8% | +37.5% | -53.3% | -30.9% |
| 1Y | -0.3% | +31.3% | -31.6% | -16.5% |
| 3Y | -7.7% | +96.6% | -104.3% | -40.8% |
| 5Y | -32.5% | +64.3% | -96.8% | -53.2% |
| 10Y | -66.0% | +241.1% | -307.1% | -87.3% |
| All | -29.0% | +548.3% | -577.3% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling