-29.0%
AAL vs DTE
+704.1%
-733.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.3% |
| 7D | -0.3% | +0.9% | -1.2% | -1.0% |
| 30D | -19.0% | -1.9% | -17.1% | -17.9% |
| 3M | -5.1% | -3.3% | -1.7% | -3.0% |
| 6M | +15.5% | -7.1% | +22.6% | +21.1% |
| YTD | -15.8% | +8.1% | -23.9% | -21.8% |
| 1Y | -0.3% | +5.3% | -5.6% | -5.8% |
| 3Y | -7.7% | +48.2% | -55.8% | -35.6% |
| 5Y | -32.5% | +33.2% | -65.8% | -50.5% |
| 10Y | -66.0% | +137.5% | -203.5% | -86.2% |
| All | -29.0% | +704.1% | -733.2% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling