-56.4%
AAL vs DOW
-5.2%
-51.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -6.6% |
| 7D | +2.9% | +3.7% | -0.7% | +0.7% |
| 30D | +6.5% | +16.3% | -9.8% | -2.8% |
| 3M | -10.9% | +9.7% | -20.5% | -16.7% |
| 6M | +4.9% | -14.1% | +19.0% | +10.2% |
| YTD | -13.2% | +46.6% | -59.8% | -40.3% |
| 1Y | -1.1% | +56.8% | -58.0% | -35.5% |
| 3Y | +12.8% | -20.4% | +33.2% | +13.4% |
| 5Y | -34.4% | -27.4% | -7.0% | -29.6% |
| All | -56.4% | -5.2% | -51.2% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling