-28.5%
AAL vs CNQ
+710.2%
-738.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -12.9% | +6.2% | -19.1% | -14.4% |
| 3M | -11.2% | +12.4% | -23.6% | -14.9% |
| 6M | +17.8% | +9.0% | +8.8% | +12.4% |
| YTD | -15.1% | +52.2% | -67.3% | -27.1% |
| 1Y | +0.5% | +65.0% | -64.6% | -16.0% |
| 3Y | -7.7% | +78.8% | -86.5% | -26.0% |
| 5Y | -31.3% | +286.0% | -317.3% | -57.2% |
| 10Y | -64.9% | +420.7% | -485.7% | -81.7% |
| All | -28.5% | +710.2% | -738.7% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling