+534.9%
DIS vs AAL
-33.6%
+568.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +5.2% | +4.6% | +0.6% | +4.4% |
| 30D | +11.5% | +2.6% | +8.9% | +10.8% |
| 3M | +11.5% | -17.8% | +29.3% | +15.2% |
| 6M | +8.9% | +1.9% | +7.0% | +7.6% |
| YTD | +3.4% | -14.0% | +17.4% | +4.8% |
| 1Y | +7.2% | +0.2% | +7.0% | +5.5% |
| 3Y | +43.3% | +13.0% | +30.3% | +33.8% |
| 5Y | -31.4% | -39.6% | +8.2% | -30.0% |
| 10Y | +37.1% | -65.7% | +102.7% | +38.2% |
| All | +534.9% | -33.6% | +568.5% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling