+2.1%
AAL vs CDE
+54.5%
-52.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | -3.7% | +0.5% | -4.3% | -3.8% |
| 30D | -20.8% | +21.9% | -42.7% | -23.3% |
| 3M | -1.3% | +14.9% | -16.2% | -4.3% |
| 6M | +5.4% | -10.5% | +15.9% | +3.7% |
| YTD | -14.4% | +19.3% | -33.6% | -17.5% |
| 1Y | +2.1% | +50.8% | -48.7% | -1.9% |
| All | +2.1% | +54.5% | -52.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling