-27.6%
AAL vs DRI
+1,435.7%
-1,463.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -17.8% | +8.2% | -26.0% | -23.2% |
| 6M | +1.9% | +17.5% | -15.7% | -10.8% |
| YTD | -14.0% | +26.9% | -40.9% | -29.3% |
| 1Y | +0.2% | +31.6% | -31.3% | -19.8% |
| 3Y | +13.0% | +67.0% | -53.9% | -26.3% |
| 5Y | -39.6% | +72.9% | -112.5% | -61.2% |
| 10Y | -65.7% | +371.3% | -437.0% | -91.6% |
| All | -27.6% | +1,435.7% | -1,463.2% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling