-64.8%
AAL vs CBOE
+368.5%
-433.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.7% |
| 7D | -0.9% | -5.8% | +4.9% | +0.2% |
| 30D | -12.9% | -3.1% | -9.7% | -12.5% |
| 3M | -11.2% | -4.8% | -6.4% | -11.0% |
| 6M | +17.8% | -0.6% | +18.4% | +16.0% |
| YTD | -15.1% | +12.8% | -27.9% | -19.2% |
| 1Y | +0.5% | +19.8% | -19.3% | -5.9% |
| 3Y | -7.7% | +86.9% | -94.6% | -27.2% |
| 5Y | -31.3% | +136.5% | -167.9% | -50.9% |
| All | -64.8% | +368.5% | -433.3% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling