-57.0%
AAL vs DOW
-15.8%
-41.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +2.9% |
| 7D | -3.7% | -2.4% | -1.4% | -2.5% |
| 30D | -20.8% | +0.4% | -21.2% | -21.6% |
| 3M | -1.3% | -14.4% | +13.1% | +5.1% |
| 6M | +5.4% | -7.0% | +12.4% | +0.5% |
| YTD | -14.4% | +30.2% | -44.6% | -36.3% |
| 1Y | +2.1% | +29.2% | -27.1% | -25.1% |
| 3Y | -10.6% | -36.7% | +26.1% | +5.1% |
| 5Y | -32.2% | -37.7% | +5.5% | -19.9% |
| All | -57.0% | -15.8% | -41.2% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling