-65.1%
AAL vs CIEN
+1,418.4%
-1,483.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -1.3% | -4.6% | +3.3% | -0.2% |
| 30D | -13.7% | -12.8% | -0.9% | -11.1% |
| 3M | -8.2% | -23.1% | +14.9% | -3.0% |
| 6M | +13.1% | +6.1% | +7.0% | +5.0% |
| YTD | -15.6% | +44.5% | -60.1% | -30.6% |
| 1Y | +1.4% | +176.6% | -175.2% | -33.9% |
| 3Y | -7.4% | +601.0% | -608.4% | -59.7% |
| 5Y | -35.9% | +509.1% | -545.1% | -71.3% |
| 10Y | -65.1% | +1,460.5% | -1,525.6% | -88.4% |
| All | -65.1% | +1,418.4% | -1,483.5% | -88.4% |
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