+7.7%
AAL vs CIEN
+49.1%
-41.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.3% | +15.6% | +7.2% |
| 7D | +8.3% | -25.0% | +33.4% | +11.3% |
| 30D | +6.2% | -30.1% | +36.4% | +9.7% |
| 3M | -17.7% | -33.8% | +16.1% | -14.7% |
| 6M | +15.4% | -49.4% | +64.9% | +22.1% |
| YTD | -11.1% | +16.4% | -27.5% | -12.7% |
| 1Y | +7.7% | +48.9% | -41.1% | -0.2% |
| All | +7.7% | +49.1% | -41.4% | -0.2% |
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