-68.6%
AAL vs CG
+278.5%
-347.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.7% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +11.7% | +11.2% | +0.5% | +5.4% |
| 3M | -12.5% | -22.1% | +9.5% | +0.8% |
| 6M | +3.6% | -17.9% | +21.5% | +15.1% |
| YTD | -14.1% | -31.3% | +17.2% | +5.3% |
| 1Y | +0.8% | -24.0% | +24.7% | +16.4% |
| 3Y | +11.8% | +45.0% | -33.2% | -13.5% |
| 5Y | -35.1% | -22.6% | -12.5% | -31.6% |
| All | -68.6% | +278.5% | -347.0% | -83.7% |
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