-66.0%
AAL vs CAG
-35.6%
-30.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | +3.4% | -1.8% | +5.2% | +3.9% |
| 30D | +11.7% | +9.7% | +2.1% | +8.6% |
| 3M | -7.8% | +0.5% | -8.3% | -8.3% |
| 6M | +10.2% | +8.9% | +1.3% | +6.8% |
| YTD | -8.0% | -8.4% | +0.3% | -7.2% |
| 1Y | +8.5% | -8.3% | +16.9% | +9.4% |
| 3Y | +19.5% | -36.1% | +55.6% | +33.0% |
| 5Y | -33.9% | -40.1% | +6.2% | -25.6% |
| 10Y | -66.0% | -36.9% | -29.1% | -66.5% |
| All | -66.0% | -35.6% | -30.4% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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