-34.4%
AAL vs DLR
+36.3%
-70.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.4% | +4.0% | +5.8% |
| 7D | +8.3% | +2.4% | +5.9% | +7.2% |
| 30D | +11.0% | +0.7% | +10.2% | +10.6% |
| 3M | -11.2% | -6.4% | -4.7% | -8.5% |
| 6M | +6.1% | -6.5% | +12.6% | +9.0% |
| YTD | -7.6% | +18.8% | -26.4% | -15.1% |
| 1Y | +3.7% | +9.0% | -5.3% | -1.0% |
| 3Y | +20.5% | +54.5% | -34.0% | -4.6% |
| All | -34.4% | +36.3% | -70.7% | -50.8% |
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