+21.2%
DIS vs AAL
-65.4%
+86.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +0.1% | -19.0% | +19.2% | +5.3% |
| 3M | +7.1% | -5.1% | +12.1% | +7.6% |
| 6M | +4.3% | +15.5% | -11.2% | -0.7% |
| YTD | -6.9% | -15.8% | +8.8% | -4.7% |
| 1Y | -10.3% | -0.3% | -10.0% | -12.5% |
| 3Y | +32.8% | -7.7% | +40.5% | +25.8% |
| 5Y | -41.5% | -32.5% | -9.0% | -42.0% |
| 10Y | +21.2% | -66.0% | +87.2% | +16.7% |
| All | +21.2% | -65.4% | +86.6% | +16.7% |
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