-27.8%
AAL vs DLR
+2,221.9%
-2,249.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -3.7% | +1.6% | -5.3% | -4.7% |
| 30D | -20.8% | -3.4% | -17.5% | -19.3% |
| 3M | -1.3% | +0.5% | -1.8% | -2.1% |
| 6M | +5.4% | +4.6% | +0.8% | +2.3% |
| YTD | -14.4% | +23.4% | -37.8% | -25.1% |
| 1Y | +2.1% | +19.0% | -16.9% | -9.2% |
| 3Y | -10.6% | +56.5% | -67.1% | -34.9% |
| 5Y | -32.2% | +33.3% | -65.5% | -47.8% |
| 10Y | -62.7% | +165.1% | -227.9% | -84.5% |
| All | -27.8% | +2,221.9% | -2,249.7% | -93.5% |
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