-63.1%
AAL vs CF
+569.3%
-632.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +2.2% |
| 7D | -3.7% | +6.0% | -9.7% | -5.5% |
| 30D | -20.8% | +14.8% | -35.7% | -24.4% |
| 3M | -1.3% | +14.1% | -15.3% | -6.4% |
| 6M | +5.4% | +28.5% | -23.2% | -8.3% |
| YTD | -14.4% | +74.9% | -89.3% | -34.2% |
| 1Y | +2.1% | +61.7% | -59.6% | -19.6% |
| 3Y | -10.6% | +80.3% | -90.9% | -36.0% |
| 5Y | -32.2% | +226.0% | -258.2% | -68.2% |
| All | -63.1% | +569.3% | -632.5% | -86.7% |
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