-64.8%
AAL vs DVN
+69.2%
-134.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.9% | +4.5% | -5.4% | -2.3% |
| 30D | -12.9% | +12.0% | -24.8% | -16.2% |
| 3M | -11.2% | +13.4% | -24.6% | -15.8% |
| 6M | +17.8% | +12.1% | +5.7% | +9.8% |
| YTD | -15.1% | +38.8% | -54.0% | -27.4% |
| 1Y | +0.5% | +46.0% | -45.6% | -16.1% |
| 3Y | -7.7% | +9.5% | -17.2% | -17.0% |
| 5Y | -31.3% | +125.3% | -156.6% | -56.9% |
| All | -64.8% | +69.2% | -134.0% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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