-32.8%
AAL vs CF
+227.0%
-259.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +1.3% |
| 7D | -3.7% | +6.0% | -9.7% | -3.8% |
| 30D | -20.8% | +14.8% | -35.7% | -21.0% |
| 3M | -1.3% | +14.1% | -15.3% | -1.6% |
| 6M | +5.4% | +28.5% | -23.2% | +2.2% |
| YTD | -14.4% | +74.9% | -89.3% | -20.8% |
| 1Y | +2.1% | +61.7% | -59.6% | -4.6% |
| 3Y | -10.6% | +80.3% | -90.9% | -20.3% |
| All | -32.8% | +227.0% | -259.7% | -55.8% |
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