-35.2%
AAL vs CFG
+61.7%
-96.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -0.1% | +3.2% | -3.3% | -2.2% |
| 30D | +11.7% | +5.1% | +6.6% | +8.2% |
| 3M | -12.5% | -11.2% | -1.3% | -4.9% |
| 6M | +3.6% | +9.6% | -5.9% | -2.6% |
| YTD | -14.1% | +15.0% | -29.1% | -21.9% |
| 1Y | +0.8% | +29.9% | -29.1% | -15.8% |
| 3Y | +11.8% | +192.1% | -180.3% | -45.5% |
| All | -35.2% | +61.7% | -96.9% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling