+8.5%
AAL vs CB
+29.2%
-20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +3.4% | -1.0% | +4.5% | +3.6% |
| 30D | +11.7% | +7.3% | +4.4% | +11.7% |
| 3M | -7.8% | +7.0% | -14.8% | -7.8% |
| 6M | +10.2% | +16.3% | -6.1% | +8.8% |
| YTD | -8.0% | +19.7% | -27.8% | -10.1% |
| 1Y | +8.5% | +27.8% | -19.3% | +4.7% |
| All | +8.5% | +29.2% | -20.7% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling