-65.1%
AAL vs CG
+324.5%
-389.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +2.5% |
| 7D | -1.3% | -6.4% | +5.1% | +2.4% |
| 30D | -13.7% | -7.1% | -6.7% | -10.3% |
| 3M | -8.2% | -1.6% | -6.6% | -8.0% |
| 6M | +13.1% | -8.3% | +21.4% | +17.6% |
| YTD | -15.6% | -23.8% | +8.2% | -2.7% |
| 1Y | +1.4% | -28.7% | +30.1% | +20.7% |
| 3Y | -7.4% | +49.2% | -56.6% | -29.7% |
| 5Y | -35.9% | +5.5% | -41.5% | -43.4% |
| 10Y | -65.1% | +331.2% | -396.4% | -83.1% |
| All | -65.1% | +324.5% | -389.6% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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