-22.5%
AAL vs CIEN
+1,493.1%
-1,515.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +10.1% | -9.3% | +19.4% | +13.0% |
| 30D | +10.6% | -39.5% | +50.1% | +28.8% |
| 3M | -5.9% | -29.8% | +23.9% | +1.7% |
| 6M | +5.7% | -50.4% | +56.0% | +25.5% |
| YTD | -8.0% | +16.3% | -24.3% | -23.7% |
| 1Y | +6.0% | +30.4% | -24.3% | -16.9% |
| 3Y | +19.6% | +516.6% | -497.0% | -52.3% |
| 5Y | -34.6% | +349.8% | -384.3% | -71.2% |
| 10Y | -65.5% | +1,184.7% | -1,250.2% | -90.9% |
| All | -22.5% | +1,493.1% | -1,515.5% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling