+8.3%
DIS vs AAL
+4.4%
+3.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +3.0% |
| 7D | +9.1% | +8.3% | +0.7% | +7.4% |
| 30D | +14.8% | +6.2% | +8.6% | +13.3% |
| 3M | +21.2% | -17.7% | +38.8% | +25.2% |
| 6M | +18.3% | +15.4% | +2.9% | +13.2% |
| YTD | +5.4% | -11.1% | +16.4% | +4.9% |
| 1Y | +8.3% | +7.7% | +0.5% | +2.8% |
| All | +8.3% | +4.4% | +3.9% | +2.8% |
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