-31.4%
AAL vs DIA
+66.0%
-97.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +2.2% |
| 7D | -3.7% | -0.2% | -3.6% | -3.4% |
| 30D | -20.8% | -1.5% | -19.3% | -18.5% |
| 3M | -1.3% | +3.8% | -5.0% | -7.1% |
| 6M | +5.4% | +10.3% | -4.9% | -10.6% |
| YTD | -14.4% | +12.1% | -26.4% | -29.0% |
| 1Y | +2.1% | +18.6% | -16.5% | -23.5% |
| 3Y | -10.6% | +60.6% | -71.2% | -59.5% |
| All | -31.4% | +66.0% | -97.3% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling