-40.8%
AAL vs DRI
+74.0%
-114.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.7% |
| 7D | +4.6% | +2.8% | +1.8% | +2.6% |
| 30D | +2.6% | +13.3% | -10.7% | -6.5% |
| 3M | -17.8% | +8.2% | -26.0% | -23.3% |
| 6M | +1.9% | +17.5% | -15.7% | -11.3% |
| YTD | -14.0% | +26.9% | -40.9% | -30.2% |
| 1Y | +0.2% | +31.6% | -31.3% | -21.1% |
| 3Y | +13.0% | +67.0% | -53.9% | -31.0% |
| All | -40.8% | +74.0% | -114.8% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling