-32.5%
AAL vs CIEN
+514.2%
-546.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -3.4% |
| 7D | -0.3% | -5.3% | +5.0% | +0.9% |
| 30D | -19.0% | -17.2% | -1.8% | -15.3% |
| 3M | -5.1% | -26.9% | +21.8% | +1.4% |
| 6M | +15.5% | +16.0% | -0.5% | +3.9% |
| YTD | -15.8% | +45.9% | -61.7% | -31.3% |
| 1Y | -0.3% | +186.8% | -187.1% | -37.4% |
| 3Y | -7.7% | +607.8% | -615.4% | -64.1% |
| 5Y | -32.5% | +506.7% | -539.3% | -69.7% |
| All | -32.5% | +514.2% | -546.7% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling