-27.8%
AAL vs CAG
+82.6%
-110.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -3.7% | -3.8% | +0.1% | -1.9% |
| 30D | -20.8% | +3.1% | -23.9% | -22.2% |
| 3M | -1.3% | +23.5% | -24.8% | -11.9% |
| 6M | +5.4% | -14.8% | +20.2% | +12.9% |
| YTD | -14.4% | -5.4% | -8.9% | -14.1% |
| 1Y | +2.1% | -11.8% | +13.9% | +5.6% |
| 3Y | -10.6% | -36.7% | +26.1% | +7.4% |
| 5Y | -32.2% | -40.3% | +8.0% | -18.0% |
| 10Y | -62.7% | -37.0% | -25.7% | -61.7% |
| All | -27.8% | +82.6% | -110.5% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling