-32.6%
AAL vs CAKE
+157.8%
-190.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.4% |
| 7D | -0.9% | -4.5% | +3.6% | +1.6% |
| 30D | -12.9% | -12.4% | -0.4% | -6.6% |
| 3M | -11.2% | +37.3% | -48.5% | -27.5% |
| 6M | +17.8% | +70.7% | -52.9% | -15.7% |
| YTD | -15.1% | +106.0% | -121.1% | -45.9% |
| 1Y | +0.5% | +79.7% | -79.2% | -31.1% |
| 3Y | -7.7% | +267.8% | -275.4% | -60.5% |
| All | -32.6% | +157.8% | -190.4% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling