+2.1%
AAL vs CIEN
+179.1%
-177.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -3.7% | -15.2% | +11.4% | -1.7% |
| 30D | -20.8% | -21.5% | +0.7% | -18.4% |
| 3M | -1.3% | -40.1% | +38.8% | +4.5% |
| 6M | +5.4% | -6.6% | +11.9% | +4.0% |
| YTD | -14.4% | +37.3% | -51.6% | -19.5% |
| 1Y | +2.1% | +174.5% | -172.4% | -18.6% |
| All | +2.1% | +179.1% | -177.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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