-1.1%
AAL vs CB
+28.2%
-29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.6% |
| 7D | +2.9% | 0.0% | +2.9% | +3.0% |
| 30D | +6.5% | +7.4% | -0.9% | +6.5% |
| 3M | -10.9% | +8.6% | -19.5% | -10.8% |
| 6M | +4.9% | +16.1% | -11.3% | +3.8% |
| YTD | -13.2% | +20.2% | -33.4% | -15.0% |
| 1Y | -1.1% | +27.2% | -28.3% | -2.9% |
| All | -1.1% | +28.2% | -29.3% | -2.9% |
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