+319.1%
DELL vs AAL
-2.5%
+321.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +14.9% | -3.7% | +18.6% | +15.9% |
| 30D | +13.3% | -20.8% | +34.1% | +18.9% |
| 3M | +24.4% | -1.3% | +25.7% | +23.7% |
| 6M | +258.0% | +5.4% | +252.6% | +251.3% |
| YTD | +320.2% | -14.4% | +334.5% | +332.4% |
| 1Y | +319.1% | +2.1% | +317.0% | +305.3% |
| All | +319.1% | -2.5% | +321.6% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling