-32.2%
AAL vs CDE
+193.0%
-225.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -0.9% | -6.1% | +5.1% | 0.0% |
| 30D | -16.0% | +9.5% | -25.4% | -17.2% |
| 3M | -4.2% | +32.0% | -36.2% | -8.7% |
| 6M | +15.7% | -12.8% | +28.5% | +16.1% |
| YTD | -16.2% | +14.2% | -30.4% | -19.7% |
| 1Y | +0.2% | +36.3% | -36.1% | -7.6% |
| 3Y | -8.1% | +821.4% | -829.5% | -40.2% |
| 5Y | -32.2% | +194.3% | -226.5% | -51.4% |
| All | -32.2% | +193.0% | -225.2% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling