+13.0%
AAL vs CB
+71.5%
-58.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | +2.6% | +9.1% | -6.5% | +0.7% |
| 3M | -17.8% | +3.4% | -21.2% | -18.4% |
| 6M | +1.9% | +14.1% | -12.2% | -1.9% |
| YTD | -14.0% | +18.0% | -32.0% | -18.2% |
| 1Y | +0.2% | +30.1% | -29.9% | -7.7% |
| 3Y | +13.0% | +71.8% | -58.7% | +9.4% |
| All | +13.0% | +71.5% | -58.5% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling