-65.1%
AAL vs DIA
+246.0%
-311.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +1.4% |
| 7D | -1.3% | -1.2% | -0.1% | +0.6% |
| 30D | -13.7% | -2.7% | -11.0% | -9.9% |
| 3M | -8.2% | +3.3% | -11.4% | -12.0% |
| 6M | +13.1% | +10.4% | +2.7% | -2.0% |
| YTD | -15.6% | +10.0% | -25.6% | -25.9% |
| 1Y | +1.4% | +16.2% | -14.8% | -18.1% |
| 3Y | -7.4% | +58.7% | -66.2% | -51.9% |
| 5Y | -35.9% | +63.6% | -99.5% | -67.0% |
| 10Y | -65.1% | +251.0% | -316.2% | -93.7% |
| All | -65.1% | +246.0% | -311.1% | -93.7% |
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