-31.4%
AAL vs DLR
+34.8%
-66.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.7% | +1.6% | -5.3% | -4.4% |
| 30D | -20.8% | -3.4% | -17.5% | -19.6% |
| 3M | -1.3% | +0.5% | -1.8% | -1.9% |
| 6M | +5.4% | +4.6% | +0.8% | +3.2% |
| YTD | -14.4% | +23.4% | -37.8% | -22.3% |
| 1Y | +2.1% | +19.0% | -16.9% | -6.1% |
| 3Y | -10.6% | +56.5% | -67.1% | -28.6% |
| All | -31.4% | +34.8% | -66.2% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling