-29.0%
AAL vs CDE
-51.0%
+21.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -1.3% |
| 7D | -0.3% | +2.3% | -2.6% | -0.6% |
| 30D | -19.0% | +18.8% | -37.8% | -21.1% |
| 3M | -5.1% | +23.5% | -28.6% | -8.4% |
| 6M | +15.5% | -8.6% | +24.1% | +15.4% |
| YTD | -15.8% | +16.0% | -31.8% | -19.3% |
| 1Y | -0.3% | +42.1% | -42.4% | -8.2% |
| 3Y | -7.7% | +835.9% | -843.5% | -38.3% |
| 5Y | -32.5% | +197.6% | -230.1% | -49.7% |
| 10Y | -66.0% | +39.6% | -105.5% | -75.5% |
| All | -29.0% | -51.0% | +21.9% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling