-32.5%
AAL vs DRI
+70.3%
-102.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.3% |
| 7D | -0.3% | -1.2% | +0.9% | +0.6% |
| 30D | -19.0% | -0.4% | -18.6% | -19.3% |
| 3M | -5.1% | +9.5% | -14.6% | -12.5% |
| 6M | +15.5% | +6.5% | +9.0% | +8.4% |
| YTD | -15.8% | +18.4% | -34.2% | -27.7% |
| 1Y | -0.3% | +4.2% | -4.5% | -5.9% |
| 3Y | -7.7% | +57.1% | -64.7% | -40.7% |
| 5Y | -32.5% | +70.4% | -102.9% | -61.1% |
| All | -32.5% | +70.3% | -102.9% | -61.1% |
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