-34.6%
AAL vs CF
+116.3%
-150.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.3% |
| 7D | +10.1% | +4.8% | +5.3% | +10.2% |
| 30D | +10.6% | +9.7% | +0.9% | +10.8% |
| 3M | -5.9% | +1.2% | -7.2% | -5.8% |
| 6M | +5.7% | +7.4% | -1.7% | +5.5% |
| YTD | -8.0% | +60.5% | -68.5% | -13.7% |
| 1Y | +6.0% | +50.7% | -44.7% | +0.1% |
| 3Y | +19.6% | +64.8% | -45.2% | +8.4% |
| 5Y | -34.6% | +115.8% | -150.4% | -46.3% |
| All | -34.6% | +116.3% | -150.9% | -46.3% |
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