-6.2%
AAL vs DLR
+59.3%
-65.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.7% | +1.6% | -5.3% | -4.5% |
| 30D | -20.8% | -3.4% | -17.5% | -19.6% |
| 3M | -1.3% | +0.5% | -1.8% | -2.0% |
| 6M | +5.4% | +4.6% | +0.8% | +3.0% |
| YTD | -14.4% | +23.4% | -37.8% | -22.4% |
| 1Y | +2.1% | +19.0% | -16.9% | -6.3% |
| All | -6.2% | +59.3% | -65.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling