-68.6%
AAL vs DIA
+235.1%
-303.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.3% |
| 7D | -0.1% | +2.1% | -2.2% | -3.2% |
| 30D | +11.7% | +1.5% | +10.2% | +9.6% |
| 3M | -12.5% | -2.4% | -10.1% | -8.6% |
| 6M | +3.6% | +6.0% | -2.3% | -4.2% |
| YTD | -14.1% | +10.1% | -24.2% | -24.3% |
| 1Y | +0.8% | +11.8% | -11.0% | -13.3% |
| 3Y | +11.8% | +59.7% | -47.9% | -42.3% |
| 5Y | -35.1% | +57.9% | -93.0% | -64.7% |
| All | -68.6% | +235.1% | -303.7% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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