-68.3%
AAL vs CF
+478.3%
-546.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.0% |
| 7D | +2.9% | +5.4% | -2.4% | +1.4% |
| 30D | +6.5% | +6.5% | -0.1% | +4.1% |
| 3M | -10.9% | +4.6% | -15.5% | -13.0% |
| 6M | +4.9% | -3.3% | +8.2% | +3.5% |
| YTD | -13.2% | +63.9% | -77.1% | -32.8% |
| 1Y | -1.1% | +50.4% | -51.6% | -21.0% |
| 3Y | +12.8% | +68.2% | -55.4% | -18.2% |
| 5Y | -34.4% | +113.8% | -148.2% | -62.6% |
| All | -68.3% | +478.3% | -546.5% | -88.5% |
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