-32.8%
AAL vs CB
+99.7%
-132.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.1% |
| 7D | -3.7% | +0.5% | -4.2% | -4.0% |
| 30D | -20.8% | -3.1% | -17.7% | -19.7% |
| 3M | -1.3% | +9.0% | -10.2% | -6.3% |
| 6M | +5.4% | +2.9% | +2.5% | +2.9% |
| YTD | -14.4% | +10.1% | -24.5% | -19.6% |
| 1Y | +2.1% | +22.8% | -20.7% | -10.1% |
| 3Y | -10.6% | +73.8% | -84.4% | -39.2% |
| All | -32.8% | +99.7% | -132.5% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling