-29.0%
AAL vs CNC
+795.4%
-824.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.4% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | -19.0% | -1.8% | -17.2% | -18.7% |
| 3M | -5.1% | -0.7% | -4.4% | -5.5% |
| 6M | +15.5% | +47.9% | -32.5% | -1.6% |
| YTD | -15.8% | +56.9% | -72.7% | -30.2% |
| 1Y | -0.3% | +123.9% | -124.2% | -28.2% |
| 3Y | -7.7% | -1.3% | -6.4% | -19.0% |
| 5Y | -32.5% | +2.8% | -35.3% | -43.3% |
| 10Y | -66.0% | +90.9% | -156.8% | -79.7% |
| All | -29.0% | +795.4% | -824.4% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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