-28.9%
AAL vs CF
+5,556.4%
-5,585.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.2% | -11.3% | -7.0% |
| 7D | +1.2% | +0.4% | +0.8% | +0.6% |
| 30D | -0.5% | +2.2% | -2.7% | -1.7% |
| 3M | -22.0% | +2.1% | -24.1% | -23.7% |
| 6M | +4.5% | -6.5% | +11.1% | +3.4% |
| YTD | -15.7% | +55.6% | -71.2% | -32.4% |
| 1Y | -3.7% | +42.3% | -45.9% | -20.6% |
| 3Y | +7.9% | +55.7% | -47.8% | -17.0% |
| 5Y | -40.7% | +122.4% | -163.2% | -62.9% |
| 10Y | -66.3% | +568.5% | -634.9% | -86.3% |
| All | -28.9% | +5,556.4% | -5,585.3% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling