-64.8%
AAL vs DLTR
+45.3%
-110.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -0.9% | -10.1% | +9.2% | +2.1% |
| 30D | -12.9% | -8.1% | -4.7% | -10.9% |
| 3M | -11.2% | +2.9% | -14.0% | -12.1% |
| 6M | +17.8% | +4.3% | +13.5% | +15.4% |
| YTD | -15.1% | -3.9% | -11.2% | -15.1% |
| 1Y | +0.5% | +18.9% | -18.4% | -5.7% |
| 3Y | -7.7% | +1.9% | -9.6% | -12.9% |
| 5Y | -31.3% | +31.0% | -62.3% | -41.6% |
| All | -64.8% | +45.3% | -110.1% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling