+20.0%
AAL vs DOW
-24.2%
+44.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.8% |
| 7D | +8.3% | -9.4% | +17.7% | +11.1% |
| 30D | +11.0% | +8.9% | +2.0% | +8.0% |
| 3M | -11.2% | +6.7% | -17.9% | -13.6% |
| 6M | +6.1% | -14.2% | +20.3% | +10.0% |
| YTD | -7.6% | +36.9% | -44.6% | -30.2% |
| 1Y | +3.7% | +45.8% | -42.0% | -25.0% |
| All | +20.0% | -24.2% | +44.2% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling