+2.1%
AAL vs CAKE
+76.8%
-74.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -3.7% | -4.0% | +0.3% | -2.4% |
| 30D | -20.8% | +2.4% | -23.2% | -21.9% |
| 3M | -1.3% | +69.0% | -70.2% | -22.1% |
| 6M | +5.4% | +69.3% | -63.9% | -17.6% |
| YTD | -14.4% | +115.8% | -130.1% | -38.3% |
| 1Y | +2.1% | +79.3% | -77.2% | -25.6% |
| All | +2.1% | +76.8% | -74.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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