+1,120.6%
DELL vs AAL
-36.2%
+1,156.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +8.7% | -1.3% | +10.0% | +9.1% |
| 30D | +16.9% | -13.7% | +30.6% | +22.1% |
| 3M | +40.4% | -8.2% | +48.6% | +42.9% |
| 6M | +267.1% | +13.1% | +254.0% | +248.9% |
| YTD | +329.1% | -15.6% | +344.7% | +342.1% |
| 1Y | +346.9% | +1.4% | +345.5% | +332.3% |
| 3Y | +696.6% | -7.4% | +704.1% | +639.4% |
| All | +1,120.6% | -36.2% | +1,156.8% | +1,062.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling