-25.2%
AAL vs CEG
+703.5%
-728.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.6% |
| 7D | -1.3% | +1.3% | -2.6% | -1.6% |
| 30D | -13.7% | +8.8% | -22.6% | -15.5% |
| 3M | -8.2% | +17.0% | -25.1% | -11.9% |
| 6M | +13.1% | -8.7% | +21.8% | +14.5% |
| YTD | -15.6% | -16.4% | +0.8% | -13.2% |
| 1Y | +1.4% | -1.8% | +3.2% | 0.0% |
| 3Y | -7.4% | +175.8% | -183.2% | -33.1% |
| All | -25.2% | +703.5% | -728.7% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling