-66.0%
AAL vs CFG
+313.6%
-379.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.9% |
| 7D | -0.3% | +2.7% | -3.0% | -2.2% |
| 30D | -19.0% | -3.7% | -15.3% | -16.9% |
| 3M | -5.1% | +9.5% | -14.5% | -10.9% |
| 6M | +15.5% | +22.2% | -6.8% | +0.2% |
| YTD | -15.8% | +22.3% | -38.1% | -27.0% |
| 1Y | -0.3% | +39.4% | -39.8% | -21.2% |
| 3Y | -7.7% | +188.5% | -196.1% | -56.8% |
| 5Y | -32.5% | +101.5% | -134.1% | -60.7% |
| 10Y | -66.0% | +308.6% | -374.6% | -86.4% |
| All | -66.0% | +313.6% | -379.6% | -86.4% |
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