+6.0%
AAL vs CB
+30.5%
-24.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.4% |
| 7D | +10.1% | +0.7% | +9.4% | +10.0% |
| 30D | +10.6% | +8.2% | +2.4% | +10.6% |
| 3M | -5.9% | +6.3% | -12.2% | -5.9% |
| 6M | +5.7% | +16.2% | -10.5% | +4.5% |
| YTD | -8.0% | +19.3% | -27.3% | -9.7% |
| 1Y | +6.0% | +29.2% | -23.2% | +3.5% |
| All | +6.0% | +30.5% | -24.5% | +3.5% |
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