+102.9%
DAL vs AA
-15.4%
+118.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.8% | +1.3% |
| 7D | +8.8% | +0.9% | +7.9% | +8.6% |
| 30D | +5.4% | -6.7% | +12.1% | +7.4% |
| 3M | -4.9% | -16.3% | +11.4% | -0.8% |
| 6M | +19.8% | -37.1% | +57.0% | +33.9% |
| YTD | +27.0% | -25.0% | +52.0% | +31.9% |
| 1Y | +52.5% | +8.6% | +43.9% | +40.8% |
| 3Y | +173.8% | +57.2% | +116.6% | +116.1% |
| All | +102.9% | -15.4% | +118.3% | +57.8% |
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