-68.6%
AAL vs CB
+250.2%
-318.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.8% |
| 7D | -0.1% | +2.9% | -3.0% | -2.3% |
| 30D | +11.7% | +7.3% | +4.4% | +6.0% |
| 3M | -12.5% | +9.4% | -21.9% | -18.5% |
| 6M | +3.6% | +19.6% | -16.0% | -11.1% |
| YTD | -14.1% | +21.5% | -35.6% | -27.5% |
| 1Y | +0.8% | +28.0% | -27.2% | -18.6% |
| 3Y | +11.8% | +74.9% | -63.1% | -32.8% |
| 5Y | -35.1% | +108.1% | -143.2% | -67.1% |
| All | -68.6% | +250.2% | -318.8% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling