-65.5%
AAL vs CF
+494.2%
-559.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.1% |
| 7D | +10.1% | +4.8% | +5.3% | +8.3% |
| 30D | +10.6% | +9.7% | +0.9% | +7.1% |
| 3M | -5.9% | +1.2% | -7.2% | -7.4% |
| 6M | +5.7% | +7.4% | -1.7% | +0.3% |
| YTD | -8.0% | +60.5% | -68.5% | -28.3% |
| 1Y | +6.0% | +50.7% | -44.7% | -15.6% |
| 3Y | +19.6% | +64.8% | -45.2% | -12.8% |
| 5Y | -34.6% | +115.8% | -150.4% | -63.2% |
| 10Y | -65.5% | +481.0% | -546.5% | -87.2% |
| All | -65.5% | +494.2% | -559.7% | -87.2% |
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