-8.8%
AAL vs CDE
+797.0%
-805.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | -0.9% | -6.1% | +5.1% | -0.1% |
| 30D | -16.0% | +9.5% | -25.4% | -17.1% |
| 3M | -4.2% | +32.0% | -36.2% | -8.2% |
| 6M | +15.7% | -12.8% | +28.5% | +15.8% |
| YTD | -16.2% | +14.2% | -30.4% | -19.3% |
| 1Y | +0.2% | +36.3% | -36.1% | -6.7% |
| All | -8.8% | +797.0% | -805.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling