-22.2%
AAL vs DLR
+2,134.9%
-2,157.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.4% | +4.0% | +5.4% |
| 7D | +8.3% | +2.4% | +5.9% | +6.9% |
| 30D | +11.0% | +0.7% | +10.2% | +10.5% |
| 3M | -11.2% | -6.4% | -4.7% | -7.9% |
| 6M | +6.1% | -6.5% | +12.6% | +9.6% |
| YTD | -7.6% | +18.8% | -26.4% | -17.6% |
| 1Y | +3.7% | +9.0% | -5.3% | -2.7% |
| 3Y | +20.5% | +54.5% | -34.0% | -11.7% |
| 5Y | -36.4% | +35.8% | -72.2% | -51.4% |
| 10Y | -65.4% | +177.5% | -242.9% | -86.1% |
| All | -22.2% | +2,134.9% | -2,157.1% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling