-7.7%
AAL vs CAG
-36.6%
+29.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -0.3% | -5.3% | +5.0% | +0.6% |
| 30D | -19.0% | +1.0% | -20.0% | -19.2% |
| 3M | -5.1% | +17.4% | -22.4% | -7.5% |
| 6M | +15.5% | -16.8% | +32.3% | +18.4% |
| YTD | -15.8% | -6.8% | -9.0% | -15.9% |
| 1Y | -0.3% | -15.4% | +15.1% | +1.7% |
| 3Y | -7.7% | -37.1% | +29.4% | +2.3% |
| All | -7.7% | -36.6% | +29.0% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling