-67.1%
AAL vs CF
+561.7%
-628.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +4.6% | -3.2% | +7.8% | +5.3% |
| 30D | +2.6% | +4.3% | -1.8% | +0.8% |
| 3M | -17.8% | +2.8% | -20.6% | -19.6% |
| 6M | +1.9% | +0.6% | +1.2% | -1.3% |
| YTD | -14.0% | +56.6% | -70.7% | -32.4% |
| 1Y | +0.2% | +49.6% | -49.4% | -20.1% |
| 3Y | +13.0% | +61.5% | -48.5% | -17.0% |
| 5Y | -39.6% | +124.0% | -163.6% | -66.8% |
| All | -67.1% | +561.7% | -628.8% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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