+4,404.4%
DELL vs AAL
-63.7%
+4,468.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.7% | +11.7% |
| 7D | +8.2% | -0.9% | +9.1% | +8.5% |
| 30D | +17.1% | -12.9% | +29.9% | +21.2% |
| 3M | +45.2% | -11.2% | +56.4% | +48.6% |
| 6M | +286.8% | +17.8% | +268.9% | +268.2% |
| YTD | +354.8% | -15.1% | +369.9% | +365.6% |
| 1Y | +358.3% | +0.5% | +357.8% | +348.6% |
| 3Y | +724.9% | -7.7% | +732.6% | +690.4% |
| 5Y | +1,193.7% | -31.3% | +1,225.0% | +1,180.6% |
| All | +4,404.4% | -63.7% | +4,468.2% | +4,524.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling