-40.8%
AAL vs CFG
+61.2%
-102.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.6% |
| 7D | +4.6% | -0.9% | +5.5% | +5.4% |
| 30D | +2.6% | +1.1% | +1.5% | +2.1% |
| 3M | -17.8% | -12.0% | -5.8% | -10.2% |
| 6M | +1.9% | -2.2% | +4.1% | +3.5% |
| YTD | -14.0% | +11.4% | -25.4% | -20.2% |
| 1Y | +0.2% | +27.8% | -27.6% | -15.3% |
| 3Y | +13.0% | +173.3% | -160.3% | -42.3% |
| All | -40.8% | +61.2% | -102.0% | -55.7% |
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