-32.6%
AAL vs CNQ
+278.6%
-311.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -12.9% | +6.2% | -19.1% | -13.7% |
| 3M | -11.2% | +12.4% | -23.6% | -13.2% |
| 6M | +17.8% | +9.0% | +8.8% | +14.7% |
| YTD | -15.1% | +52.2% | -67.3% | -25.2% |
| 1Y | +0.5% | +65.0% | -64.6% | -13.9% |
| 3Y | -7.7% | +78.8% | -86.5% | -25.0% |
| All | -32.6% | +278.6% | -311.2% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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