-64.8%
AAL vs COF
+248.6%
-313.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +0.8% |
| 7D | -0.9% | -5.1% | +4.2% | +3.2% |
| 30D | -12.9% | -6.0% | -6.8% | -8.7% |
| 3M | -11.2% | +14.8% | -26.0% | -20.3% |
| 6M | +17.8% | +15.3% | +2.5% | +5.4% |
| YTD | -15.1% | -13.0% | -2.1% | -6.4% |
| 1Y | +0.5% | -5.7% | +6.2% | +3.8% |
| 3Y | -7.7% | +118.1% | -125.8% | -52.1% |
| 5Y | -31.3% | +46.2% | -77.6% | -52.5% |
| All | -64.8% | +248.6% | -313.4% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling