-68.6%
AAL vs DRI
+331.7%
-400.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.3% |
| 7D | -0.1% | +1.1% | -1.1% | -0.7% |
| 30D | +11.7% | +9.7% | +2.0% | +5.7% |
| 3M | -12.5% | +3.2% | -15.7% | -14.6% |
| 6M | +3.6% | +20.6% | -16.9% | -8.6% |
| YTD | -14.1% | +28.3% | -42.3% | -27.5% |
| 1Y | +0.8% | +34.5% | -33.8% | -17.5% |
| 3Y | +11.8% | +66.5% | -54.7% | -21.3% |
| 5Y | -35.1% | +79.6% | -114.7% | -56.0% |
| All | -68.6% | +331.7% | -400.3% | -86.2% |
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