+36.6%
DIS vs AAL
-64.0%
+100.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.4% | -5.4% | +0.2% |
| 7D | +5.3% | +8.3% | -2.9% | +3.2% |
| 30D | +10.2% | +11.0% | -0.7% | +7.2% |
| 3M | +13.5% | -11.2% | +24.7% | +16.4% |
| 6M | +11.1% | +6.1% | +5.1% | +8.1% |
| YTD | +5.5% | -7.6% | +13.1% | +5.3% |
| 1Y | +9.1% | +3.7% | +5.4% | +5.6% |
| 3Y | +36.0% | +20.5% | +15.5% | +20.4% |
| 5Y | -29.8% | -36.4% | +6.5% | -29.8% |
| 10Y | +36.6% | -65.4% | +102.1% | +31.6% |
| All | +36.6% | -64.0% | +100.7% | +31.6% |
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