-40.8%
AAL vs CB
+101.1%
-141.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.8% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +2.6% | +9.1% | -6.5% | -1.7% |
| 3M | -17.8% | +3.4% | -21.2% | -19.2% |
| 6M | +1.9% | +14.1% | -12.2% | -5.7% |
| YTD | -14.0% | +18.0% | -32.0% | -22.2% |
| 1Y | +0.2% | +30.1% | -29.9% | -14.4% |
| 3Y | +13.0% | +71.8% | -58.7% | -22.3% |
| All | -40.8% | +101.1% | -141.9% | -66.1% |
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