-40.8%
AAL vs CF
+120.6%
-161.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +4.6% | -3.2% | +7.8% | +4.6% |
| 30D | +2.6% | +4.3% | -1.8% | +2.7% |
| 3M | -17.8% | +2.8% | -20.6% | -17.7% |
| 6M | +1.9% | +0.6% | +1.2% | +1.8% |
| YTD | -14.0% | +56.6% | -70.7% | -19.5% |
| 1Y | +0.2% | +49.6% | -49.4% | -5.6% |
| 3Y | +13.0% | +61.5% | -48.5% | +2.3% |
| All | -40.8% | +120.6% | -161.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling