-22.2%
AAL vs DIA
+696.3%
-718.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.3% | +3.7% |
| 7D | +8.3% | +0.8% | +7.5% | +7.2% |
| 30D | +11.0% | +1.4% | +9.6% | +8.8% |
| 3M | -11.2% | -2.7% | -8.5% | -6.4% |
| 6M | +6.1% | +6.2% | -0.1% | -3.0% |
| YTD | -7.6% | +10.1% | -17.7% | -19.6% |
| 1Y | +3.7% | +13.0% | -9.3% | -13.6% |
| 3Y | +20.5% | +61.9% | -41.4% | -43.2% |
| 5Y | -36.4% | +57.1% | -93.5% | -67.3% |
| 10Y | -65.4% | +240.9% | -306.3% | -95.2% |
| All | -22.2% | +696.3% | -718.5% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling