-29.0%
AAL vs CAKE
+341.0%
-370.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.5% |
| 7D | -0.3% | -1.1% | +0.8% | +0.4% |
| 30D | -19.0% | +0.4% | -19.4% | -19.9% |
| 3M | -5.1% | +59.9% | -65.0% | -31.1% |
| 6M | +15.5% | +75.1% | -59.6% | -21.3% |
| YTD | -15.8% | +115.0% | -130.8% | -49.9% |
| 1Y | -0.3% | +81.6% | -81.9% | -34.6% |
| 3Y | -7.7% | +279.1% | -286.8% | -63.8% |
| 5Y | -32.5% | +170.6% | -203.2% | -68.7% |
| 10Y | -66.0% | +160.3% | -226.3% | -87.8% |
| All | -29.0% | +341.0% | -370.0% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling