+114.2%
DAL vs AA
-9.6%
+123.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.8% | -0.5% | +3.7% |
| 7D | +10.0% | +4.8% | +5.2% | +8.7% |
| 30D | +12.0% | -0.6% | +12.7% | +12.2% |
| 3M | +0.8% | -16.3% | +17.1% | +5.3% |
| 6M | +26.2% | -33.4% | +59.6% | +38.8% |
| YTD | +33.7% | -20.7% | +54.4% | +36.7% |
| 1Y | +57.6% | +12.9% | +44.6% | +44.0% |
| 3Y | +183.5% | +75.7% | +107.8% | +117.1% |
| 5Y | +114.2% | -6.8% | +121.0% | +60.4% |
| All | +114.2% | -9.6% | +123.8% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling