-7.7%
AAL vs DT
+3.8%
-11.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.8% |
| 7D | -0.3% | -4.9% | +4.6% | +1.0% |
| 30D | -19.0% | +2.7% | -21.7% | -19.9% |
| 3M | -5.1% | +20.0% | -25.0% | -10.7% |
| 6M | +15.5% | +28.0% | -12.6% | +5.3% |
| YTD | -15.8% | +16.0% | -31.8% | -20.3% |
| 1Y | -0.3% | +0.7% | -1.0% | 0.0% |
| 3Y | -7.7% | +6.2% | -13.8% | -15.7% |
| All | -7.7% | +3.8% | -11.5% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling