-28.9%
AAL vs DHI
+412.8%
-441.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.1% |
| 30D | -13.7% | -5.3% | -8.5% | -11.3% |
| 3M | -8.2% | -7.8% | -0.4% | -3.9% |
| 6M | +13.1% | -5.4% | +18.5% | +16.5% |
| YTD | -15.6% | -2.7% | -12.9% | -14.8% |
| 1Y | +1.4% | -21.0% | +22.4% | +13.7% |
| 3Y | -7.4% | +22.2% | -29.6% | -22.7% |
| 5Y | -35.9% | +62.2% | -98.1% | -55.8% |
| 10Y | -65.1% | +414.3% | -479.4% | -89.0% |
| All | -28.9% | +412.8% | -441.7% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling