+6.0%
AAL vs DIA
+12.2%
-6.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | +0.3% |
| 7D | +10.1% | +0.9% | +9.2% | +8.0% |
| 30D | +10.6% | +1.1% | +9.5% | +8.2% |
| 3M | -5.9% | -2.9% | -3.1% | +0.6% |
| 6M | +5.7% | +5.9% | -0.2% | -6.0% |
| YTD | -8.0% | +9.8% | -17.7% | -21.8% |
| 1Y | +6.0% | +11.7% | -5.7% | -12.8% |
| All | +6.0% | +12.2% | -6.2% | -12.8% |
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