-66.0%
AAL vs DRI
+350.3%
-416.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.5% |
| 7D | -0.3% | -1.2% | +0.9% | +0.4% |
| 30D | -19.0% | -0.4% | -18.6% | -19.2% |
| 3M | -5.1% | +9.5% | -14.6% | -10.9% |
| 6M | +15.5% | +6.5% | +9.0% | +10.0% |
| YTD | -15.8% | +18.4% | -34.2% | -25.1% |
| 1Y | -0.3% | +4.2% | -4.5% | -4.5% |
| 3Y | -7.7% | +57.1% | -64.7% | -32.4% |
| 5Y | -32.5% | +70.4% | -102.9% | -52.5% |
| 10Y | -66.0% | +354.0% | -420.0% | -85.3% |
| All | -66.0% | +350.3% | -416.3% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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