-64.8%
AAL vs DTE
+137.8%
-202.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.9% |
| 7D | -0.9% | -2.6% | +1.7% | +0.5% |
| 30D | -12.9% | -4.4% | -8.5% | -10.8% |
| 3M | -11.2% | -8.3% | -2.9% | -7.1% |
| 6M | +17.8% | -8.1% | +25.9% | +22.7% |
| YTD | -15.1% | +4.4% | -19.6% | -18.0% |
| 1Y | +0.5% | +0.2% | +0.3% | -0.8% |
| 3Y | -7.7% | +42.6% | -50.3% | -27.5% |
| 5Y | -31.3% | +31.5% | -62.8% | -44.7% |
| All | -64.8% | +137.8% | -202.6% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling