+30.0%
AAL vs CG
+351.2%
-321.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +2.1% |
| 7D | -3.7% | -4.3% | +0.6% | -1.5% |
| 30D | -20.8% | -5.1% | -15.7% | -18.8% |
| 3M | -1.3% | +8.7% | -10.0% | -5.9% |
| 6M | +5.4% | -9.2% | +14.6% | +10.0% |
| YTD | -14.4% | -18.9% | +4.5% | -5.6% |
| 1Y | +2.1% | -25.6% | +27.7% | +17.1% |
| 3Y | -10.6% | +57.3% | -67.8% | -31.1% |
| 5Y | -32.2% | +10.2% | -42.4% | -40.0% |
| 10Y | -62.7% | +364.2% | -426.9% | -81.7% |
| All | +30.0% | +351.2% | -321.1% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling