+6.0%
AAL vs CG
-19.2%
+25.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.6% |
| 7D | +10.1% | +2.0% | +8.1% | +8.8% |
| 30D | +10.6% | +8.5% | +2.0% | +5.3% |
| 3M | -5.9% | -12.1% | +6.2% | +0.8% |
| 6M | +5.7% | -16.4% | +22.1% | +17.5% |
| YTD | -8.0% | -28.0% | +20.0% | +10.4% |
| 1Y | +6.0% | -18.9% | +24.9% | +16.7% |
| All | +6.0% | -19.2% | +25.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling