-8.8%
AAL vs CAKE
+256.2%
-265.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.4% |
| 7D | -0.9% | -5.6% | +4.7% | +1.8% |
| 30D | -16.0% | -10.5% | -5.4% | -11.8% |
| 3M | -4.2% | +43.6% | -47.9% | -21.9% |
| 6M | +15.7% | +63.0% | -47.4% | -12.2% |
| YTD | -16.2% | +102.9% | -119.1% | -43.5% |
| 1Y | +0.2% | +75.6% | -75.4% | -27.5% |
| All | -8.8% | +256.2% | -265.0% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling