+1.4%
AAL vs DIA
+16.7%
-15.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +1.9% |
| 7D | -1.3% | -1.2% | -0.1% | +1.2% |
| 30D | -13.7% | -2.7% | -11.0% | -8.5% |
| 3M | -8.2% | +3.3% | -11.4% | -13.7% |
| 6M | +13.1% | +10.4% | +2.7% | -7.7% |
| YTD | -15.6% | +10.0% | -25.6% | -29.1% |
| 1Y | +1.4% | +16.2% | -14.8% | -22.9% |
| All | +1.4% | +16.7% | -15.3% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling