-64.8%
AAL vs DHI
+414.5%
-479.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | -0.9% | -3.4% | +2.5% | +0.7% |
| 30D | -12.9% | -5.4% | -7.4% | -10.7% |
| 3M | -11.2% | -10.4% | -0.8% | -6.5% |
| 6M | +17.8% | -2.8% | +20.6% | +19.5% |
| YTD | -15.1% | -3.4% | -11.7% | -14.0% |
| 1Y | +0.5% | -22.9% | +23.4% | +12.1% |
| 3Y | -7.7% | +20.7% | -28.3% | -20.1% |
| 5Y | -31.3% | +62.1% | -93.5% | -49.9% |
| All | -64.8% | +414.5% | -479.3% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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