-27.6%
AAL vs CCEP
+1,857.3%
-1,884.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.6% |
| 7D | +4.6% | +2.6% | +2.0% | +2.8% |
| 30D | +2.6% | +15.1% | -12.6% | -7.1% |
| 3M | -17.8% | +7.3% | -25.1% | -22.0% |
| 6M | +1.9% | +23.4% | -21.6% | -12.5% |
| YTD | -14.0% | +29.4% | -43.4% | -28.7% |
| 1Y | +0.2% | +34.2% | -34.0% | -19.0% |
| 3Y | +13.0% | +108.4% | -95.3% | -35.5% |
| 5Y | -39.6% | +147.3% | -186.8% | -69.8% |
| 10Y | -65.7% | +301.3% | -367.0% | -89.1% |
| All | -27.6% | +1,857.3% | -1,884.9% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling