-32.5%
AAL vs DOW
-37.1%
+4.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -0.3% | -2.9% | +2.6% | +0.9% |
| 30D | -19.0% | +2.0% | -21.0% | -20.1% |
| 3M | -5.1% | -12.5% | +7.5% | -0.9% |
| 6M | +15.5% | -9.2% | +24.7% | +11.8% |
| YTD | -15.8% | +30.8% | -46.6% | -36.8% |
| 1Y | -0.3% | +29.4% | -29.7% | -25.9% |
| 3Y | -7.7% | -34.6% | +26.9% | +6.9% |
| 5Y | -32.5% | -35.9% | +3.4% | -19.3% |
| All | -32.5% | -37.1% | +4.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling