-65.2%
AAL vs DLR
+172.7%
-238.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -16.0% | -2.9% | -13.1% | -15.1% |
| 3M | -4.2% | +3.2% | -7.5% | -5.6% |
| 6M | +15.7% | +3.9% | +11.8% | +14.0% |
| YTD | -16.2% | +21.4% | -37.6% | -22.0% |
| 1Y | +0.2% | +9.7% | -9.4% | -3.4% |
| 3Y | -8.1% | +56.5% | -64.6% | -22.8% |
| 5Y | -32.2% | +41.5% | -73.7% | -42.6% |
| All | -65.2% | +172.7% | -238.0% | -76.4% |
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