+7.7%
AAL vs CEG
-33.0%
+40.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.7% | +13.0% | +7.7% |
| 7D | +8.3% | -4.8% | +13.1% | +9.2% |
| 30D | +6.2% | -8.2% | +14.4% | +7.7% |
| 3M | -17.7% | -7.9% | -9.8% | -16.9% |
| 6M | +15.4% | -23.2% | +38.6% | +20.6% |
| YTD | -11.1% | -30.1% | +19.0% | -6.4% |
| 1Y | +7.7% | -31.9% | +39.6% | +13.7% |
| All | +7.7% | -33.0% | +40.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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