-65.5%
AAL vs DLR
+179.9%
-245.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +10.1% | +0.3% | +9.7% | +10.1% |
| 30D | +10.6% | +1.2% | +9.4% | +10.1% |
| 3M | -5.9% | -4.8% | -1.1% | -4.4% |
| 6M | +5.7% | -6.1% | +11.8% | +7.9% |
| YTD | -8.0% | +19.3% | -27.3% | -13.9% |
| 1Y | +6.0% | +10.0% | -3.9% | +2.0% |
| 3Y | +19.6% | +53.8% | -34.2% | +0.8% |
| 5Y | -34.6% | +39.1% | -73.7% | -44.4% |
| 10Y | -65.5% | +188.1% | -253.6% | -76.5% |
| All | -65.5% | +179.9% | -245.3% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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