-66.0%
AAL vs CIEN
+1,306.4%
-1,372.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -2.5% |
| 7D | +3.4% | +8.7% | -5.3% | +0.7% |
| 30D | +11.7% | -26.9% | +38.6% | +19.8% |
| 3M | -7.8% | -23.6% | +15.8% | -4.1% |
| 6M | +10.2% | -49.1% | +59.3% | +26.4% |
| YTD | -8.0% | +26.6% | -34.6% | -23.7% |
| 1Y | +8.5% | +42.7% | -34.2% | -14.4% |
| 3Y | +19.5% | +570.8% | -551.3% | -49.2% |
| 5Y | -33.9% | +386.4% | -420.3% | -69.2% |
| 10Y | -66.0% | +1,261.7% | -1,327.7% | -88.3% |
| All | -66.0% | +1,306.4% | -1,372.4% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling