-22.5%
AAL vs CAG
+77.0%
-99.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.1% |
| 7D | +3.4% | -1.8% | +5.2% | +4.2% |
| 30D | +11.7% | +9.7% | +2.1% | +6.2% |
| 3M | -7.8% | +0.5% | -8.3% | -8.9% |
| 6M | +10.2% | +8.9% | +1.3% | +3.8% |
| YTD | -8.0% | -8.4% | +0.3% | -6.9% |
| 1Y | +8.5% | -8.3% | +16.9% | +9.7% |
| 3Y | +19.5% | -36.1% | +55.6% | +42.0% |
| 5Y | -33.9% | -40.1% | +6.2% | -20.7% |
| 10Y | -66.0% | -36.9% | -29.1% | -65.3% |
| All | -22.5% | +77.0% | -99.5% | -72.8% |
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