-64.8%
AAL vs CDE
+61.6%
-126.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +1.1% |
| 7D | -0.9% | -3.1% | +2.2% | -0.5% |
| 30D | -12.9% | +9.5% | -22.3% | -14.2% |
| 3M | -11.2% | +25.5% | -36.7% | -14.8% |
| 6M | +17.8% | -7.9% | +25.7% | +17.5% |
| YTD | -15.1% | +15.6% | -30.7% | -18.9% |
| 1Y | +0.5% | +34.0% | -33.6% | -7.3% |
| 3Y | -7.7% | +791.9% | -799.6% | -39.8% |
| 5Y | -31.3% | +197.7% | -229.1% | -50.1% |
| All | -64.8% | +61.6% | -126.4% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling