-35.2%
AAL vs CBOE
+202.6%
-237.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.1% |
| 7D | -0.1% | +6.3% | -6.3% | -0.1% |
| 30D | +11.7% | +24.9% | -13.2% | +11.4% |
| 3M | -12.5% | +28.5% | -41.0% | -12.8% |
| 6M | +3.6% | +2.9% | +0.7% | +5.5% |
| YTD | -14.1% | +50.7% | -64.8% | -16.1% |
| 1Y | +0.8% | +45.5% | -44.7% | -1.3% |
| 3Y | +11.8% | +116.3% | -104.5% | -3.8% |
| All | -35.2% | +202.6% | -237.8% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling