+0.5%
AAL vs CAKE
+78.0%
-77.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -0.9% | -4.5% | +3.6% | +0.6% |
| 30D | -12.9% | -12.4% | -0.4% | -9.1% |
| 3M | -11.2% | +37.3% | -48.5% | -23.4% |
| 6M | +17.8% | +70.7% | -52.9% | -8.6% |
| YTD | -15.1% | +106.0% | -121.1% | -38.0% |
| 1Y | +0.5% | +79.7% | -79.2% | -27.6% |
| All | +0.5% | +78.0% | -77.6% | -27.6% |
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