+19.6%
AAL vs CIEN
+527.8%
-508.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +10.1% | -9.3% | +19.4% | +11.6% |
| 30D | +10.6% | -39.5% | +50.1% | +20.3% |
| 3M | -5.9% | -29.8% | +23.9% | -1.6% |
| 6M | +5.7% | -50.4% | +56.0% | +17.1% |
| YTD | -8.0% | +16.3% | -24.3% | -18.7% |
| 1Y | +6.0% | +30.4% | -24.3% | -10.1% |
| 3Y | +19.6% | +516.6% | -497.0% | -45.6% |
| All | +19.6% | +527.8% | -508.3% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling