-8.2%
AAL vs CF
+73.9%
-82.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +0.8% |
| 7D | -3.7% | +6.0% | -9.7% | -2.9% |
| 30D | -20.8% | +14.8% | -35.7% | -19.0% |
| 3M | -1.3% | +14.1% | -15.3% | +1.1% |
| 6M | +5.4% | +28.5% | -23.2% | +6.6% |
| YTD | -14.4% | +74.9% | -89.3% | -16.1% |
| 1Y | +2.1% | +61.7% | -59.6% | +0.9% |
| All | -8.2% | +73.9% | -82.1% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling