-32.8%
AAL vs CCEP
+105.1%
-137.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +3.0% |
| 7D | -3.7% | -3.1% | -0.7% | -2.1% |
| 30D | -20.8% | -2.6% | -18.2% | -19.7% |
| 3M | -1.3% | +14.9% | -16.2% | -8.9% |
| 6M | +5.4% | +2.3% | +3.1% | +3.8% |
| YTD | -14.4% | +17.8% | -32.2% | -22.2% |
| 1Y | +2.1% | +24.2% | -22.1% | -10.5% |
| 3Y | -10.6% | +84.7% | -95.3% | -42.8% |
| All | -32.8% | +105.1% | -137.9% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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