+159.9%
DELL vs AAL
-1.1%
+161.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.9% |
| 7D | +4.9% | -0.1% | +4.9% | +4.9% |
| 30D | -32.1% | +11.7% | -43.8% | -34.0% |
| 3M | -30.2% | -12.5% | -17.7% | -28.1% |
| 6M | +41.7% | +3.6% | +38.1% | +39.6% |
| YTD | +176.6% | -14.1% | +190.7% | +187.1% |
| 1Y | +159.9% | +0.8% | +159.2% | +130.0% |
| All | +159.9% | -1.1% | +161.1% | +130.0% |
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