-32.5%
AAL vs CG
+9.5%
-42.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.4% |
| 7D | -0.3% | -1.3% | +1.0% | +0.4% |
| 30D | -19.0% | -3.2% | -15.8% | -17.7% |
| 3M | -5.1% | +6.2% | -11.3% | -9.1% |
| 6M | +15.5% | -4.7% | +20.1% | +17.6% |
| YTD | -15.8% | -20.6% | +4.8% | -4.5% |
| 1Y | -0.3% | -26.4% | +26.1% | +17.5% |
| 3Y | -7.7% | +55.4% | -63.0% | -33.2% |
| 5Y | -32.5% | +9.8% | -42.3% | -39.1% |
| All | -32.5% | +9.5% | -42.0% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling