DL status lasts until the last day of Feb. of the following year. AZ status expires on Dec. 31 of the applicable year.
So, for example, if you achieved a certain level in DL with your 2005 travel, you have that level until Feb. 28, '07. If you achieved a certain level in AZ with 2005 travel, you have that level until Dec. 31 2006.
AF Flying Blue is like AZ's program- your status ends Dec. 31.