-24.1%
AAL vs CEG
+717.3%
-741.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.6% | +0.1% |
| 7D | -3.7% | +8.0% | -11.8% | -5.6% |
| 30D | -20.8% | +12.9% | -33.7% | -23.2% |
| 3M | -1.3% | +13.2% | -14.4% | -4.5% |
| 6M | +5.4% | -7.0% | +12.4% | +6.2% |
| YTD | -14.4% | -15.0% | +0.6% | -12.3% |
| 1Y | +2.1% | -2.7% | +4.8% | +0.9% |
| 3Y | -10.6% | +184.1% | -194.6% | -35.8% |
| All | -24.1% | +717.3% | -741.4% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling