+121.4%
DAL vs AA
+48.4%
+73.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.9% |
| 7D | +2.3% | +1.1% | +1.2% | +1.9% |
| 30D | +14.3% | -1.3% | +15.6% | +14.7% |
| 3M | +1.3% | -23.9% | +25.2% | +10.4% |
| 6M | +29.3% | -36.8% | +66.1% | +47.5% |
| YTD | +33.0% | -22.2% | +55.2% | +37.7% |
| 1Y | +59.8% | +10.4% | +49.5% | +45.6% |
| 3Y | +177.2% | +72.0% | +105.2% | +102.0% |
| 5Y | +118.4% | -15.6% | +134.0% | +82.9% |
| 10Y | +121.4% | +47.8% | +73.6% | -6.3% |
| All | +121.4% | +48.4% | +73.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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