+8.5%
AAL vs CAG
-7.3%
+15.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +3.4% | -1.8% | +5.2% | +3.6% |
| 30D | +11.7% | +9.7% | +2.1% | +10.5% |
| 3M | -7.8% | +0.5% | -8.3% | -8.4% |
| 6M | +10.2% | +8.9% | +1.3% | +9.2% |
| YTD | -8.0% | -8.4% | +0.3% | -10.7% |
| 1Y | +8.5% | -8.3% | +16.9% | +4.2% |
| All | +8.5% | -7.3% | +15.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling