-65.4%
AAL vs CFG
+248.3%
-313.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +5.4% |
| 7D | +8.3% | +0.3% | +8.0% | +8.3% |
| 30D | +11.0% | +3.2% | +7.7% | +8.9% |
| 3M | -11.2% | -9.7% | -1.5% | -4.5% |
| 6M | +6.1% | +3.6% | +2.4% | +3.6% |
| YTD | -7.6% | +14.7% | -22.3% | -16.1% |
| 1Y | +3.7% | +29.6% | -25.8% | -13.6% |
| 3Y | +20.5% | +190.6% | -170.0% | -43.7% |
| 5Y | -36.4% | +67.1% | -103.5% | -57.5% |
| 10Y | -65.4% | +237.0% | -302.5% | -84.2% |
| All | -65.4% | +248.3% | -313.7% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling