-55.5%
AAL vs DT
+103.5%
-159.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.7% |
| 7D | -3.7% | -3.3% | -0.4% | -2.9% |
| 30D | -20.8% | +2.0% | -22.9% | -21.5% |
| 3M | -1.3% | +20.0% | -21.3% | -6.9% |
| 6M | +5.4% | +39.3% | -33.9% | -6.2% |
| YTD | -14.4% | +19.8% | -34.1% | -20.6% |
| 1Y | +2.1% | +4.3% | -2.2% | -1.4% |
| 3Y | -10.6% | +7.7% | -18.3% | -15.6% |
| 5Y | -32.2% | -26.8% | -5.4% | -33.3% |
| All | -55.5% | +103.5% | -159.1% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling