-35.9%
AAL vs DT
-28.0%
-8.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -13.7% | +0.1% | -13.8% | -14.0% |
| 3M | -8.2% | +24.1% | -32.3% | -15.1% |
| 6M | +13.1% | +30.1% | -17.0% | +1.2% |
| YTD | -15.6% | +16.8% | -32.3% | -21.9% |
| 1Y | +1.4% | -0.1% | +1.5% | -0.7% |
| 3Y | -7.4% | +6.8% | -14.3% | -13.6% |
| 5Y | -35.9% | -28.4% | -7.6% | -39.8% |
| All | -35.9% | -28.0% | -8.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling