-0.3%
AAL vs DRI
+4.8%
-5.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.9% |
| 7D | -0.3% | -1.2% | +0.9% | +0.2% |
| 30D | -19.0% | -0.4% | -18.6% | -19.2% |
| 3M | -5.1% | +9.5% | -14.6% | -10.1% |
| 6M | +15.5% | +6.5% | +9.0% | +10.4% |
| YTD | -15.8% | +18.4% | -34.2% | -21.9% |
| 1Y | -0.3% | +4.2% | -4.5% | -9.7% |
| All | -0.3% | +4.8% | -5.2% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling