-65.4%
AAL vs CF
+546.3%
-611.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +8.3% | -0.9% | +9.1% | +8.3% |
| 30D | +11.0% | +6.9% | +4.0% | +8.3% |
| 3M | -11.2% | +4.8% | -16.0% | -13.6% |
| 6M | +6.1% | +4.7% | +1.4% | +1.4% |
| YTD | -7.6% | +56.5% | -64.1% | -27.5% |
| 1Y | +3.7% | +48.4% | -44.7% | -17.1% |
| 3Y | +20.5% | +59.1% | -38.6% | -11.0% |
| 5Y | -36.4% | +109.5% | -145.9% | -63.8% |
| 10Y | -65.4% | +487.0% | -552.4% | -87.0% |
| All | -65.4% | +546.3% | -611.7% | -87.0% |
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