-41.1%
DIS vs AAL
-32.2%
-8.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.1% |
| 7D | -2.6% | -3.7% | +1.2% | -1.5% |
| 30D | +3.5% | -20.8% | +24.3% | +10.4% |
| 3M | +6.8% | -1.3% | +8.1% | +6.1% |
| 6M | +3.0% | +5.4% | -2.4% | -0.4% |
| YTD | -6.7% | -14.4% | +7.6% | -4.6% |
| 1Y | -10.1% | +2.1% | -12.2% | -13.6% |
| 3Y | +33.0% | -10.6% | +43.6% | +24.3% |
| All | -41.1% | -32.2% | -8.9% | -42.9% |
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