+11.8%
AAL vs COF
+95.3%
-83.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.6% |
| 7D | -0.1% | -3.4% | +3.3% | +2.4% |
| 30D | +11.7% | +0.4% | +11.3% | +11.2% |
| 3M | -12.5% | -12.5% | 0.0% | -3.6% |
| 6M | +3.6% | +8.3% | -4.7% | -2.4% |
| YTD | -14.1% | -18.6% | +4.5% | -1.5% |
| 1Y | +0.8% | -8.6% | +9.4% | +6.1% |
| 3Y | +11.8% | +94.7% | -82.9% | -26.0% |
| All | +11.8% | +95.3% | -83.5% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling