-65.5%
AAL vs CG
+308.6%
-374.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.5% |
| 7D | +10.1% | +2.0% | +8.1% | +9.0% |
| 30D | +10.6% | +8.5% | +2.0% | +5.7% |
| 3M | -5.9% | -12.1% | +6.2% | +1.0% |
| 6M | +5.7% | -16.4% | +22.1% | +16.2% |
| YTD | -8.0% | -28.0% | +20.0% | +9.7% |
| 1Y | +6.0% | -18.9% | +24.9% | +18.0% |
| 3Y | +19.6% | +51.2% | -31.7% | -9.7% |
| 5Y | -34.6% | -15.9% | -18.7% | -34.3% |
| 10Y | -65.5% | +305.9% | -371.4% | -82.8% |
| All | -65.5% | +308.6% | -374.1% | -82.8% |
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