-68.6%
AAL vs CBOE
+524.9%
-593.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.4% |
| 7D | -0.1% | +6.3% | -6.3% | -1.2% |
| 30D | +11.7% | +24.9% | -13.2% | +7.1% |
| 3M | -12.5% | +28.5% | -41.0% | -16.8% |
| 6M | +3.6% | +2.9% | +0.7% | +2.9% |
| YTD | -14.1% | +50.7% | -64.8% | -22.6% |
| 1Y | +0.8% | +45.5% | -44.7% | -8.5% |
| 3Y | +11.8% | +116.3% | -104.5% | -12.3% |
| 5Y | -35.1% | +204.3% | -239.4% | -55.6% |
| All | -68.6% | +524.9% | -593.5% | -85.2% |
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