-65.4%
AAL vs DRI
+370.8%
-436.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.5% |
| 7D | +8.3% | +3.1% | +5.1% | +6.4% |
| 30D | +11.0% | +16.2% | -5.3% | +1.2% |
| 3M | -11.2% | +8.4% | -19.5% | -16.1% |
| 6M | +6.1% | +19.0% | -12.9% | -5.7% |
| YTD | -7.6% | +28.8% | -36.5% | -22.2% |
| 1Y | +3.7% | +33.1% | -29.4% | -14.5% |
| 3Y | +20.5% | +70.8% | -50.3% | -16.5% |
| 5Y | -36.4% | +74.2% | -110.6% | -56.1% |
| 10Y | -65.4% | +345.5% | -411.0% | -84.9% |
| All | -65.4% | +370.8% | -436.2% | -84.9% |
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