-57.9%
AAL vs DOW
-15.2%
-42.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -0.9% | -2.4% | +1.4% | +0.3% |
| 30D | -16.0% | -4.1% | -11.9% | -14.4% |
| 3M | -4.2% | -12.4% | +8.2% | +0.9% |
| 6M | +15.7% | -10.6% | +26.3% | +13.6% |
| YTD | -16.2% | +31.1% | -47.3% | -37.9% |
| 1Y | +0.2% | +30.5% | -30.3% | -26.9% |
| 3Y | -8.1% | -34.4% | +26.3% | +5.3% |
| 5Y | -32.2% | -35.5% | +3.3% | -21.7% |
| All | -57.9% | -15.2% | -42.7% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DOW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling