-27.8%
AAL vs DRI
+1,359.5%
-1,387.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.6% |
| 7D | -3.7% | +0.6% | -4.3% | -4.2% |
| 30D | -20.8% | +3.8% | -24.7% | -23.4% |
| 3M | -1.3% | +13.0% | -14.3% | -10.6% |
| 6M | +5.4% | +8.3% | -2.9% | -1.9% |
| YTD | -14.4% | +20.6% | -35.0% | -26.6% |
| 1Y | +2.1% | +6.5% | -4.4% | -4.8% |
| 3Y | -10.6% | +53.7% | -64.3% | -37.8% |
| 5Y | -32.2% | +72.7% | -104.9% | -56.2% |
| 10Y | -62.7% | +363.2% | -425.9% | -90.8% |
| All | -27.8% | +1,359.5% | -1,387.4% | -94.3% |
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