-32.2%
AAL vs COF
+44.1%
-76.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.6% |
| 7D | -0.9% | -6.1% | +5.1% | +3.6% |
| 30D | -16.0% | -5.2% | -10.8% | -12.8% |
| 3M | -4.2% | +17.0% | -21.3% | -14.5% |
| 6M | +15.7% | +12.9% | +2.8% | +5.9% |
| YTD | -16.2% | -13.5% | -2.6% | -7.8% |
| 1Y | +0.2% | -5.9% | +6.1% | +3.5% |
| 3Y | -8.1% | +117.1% | -125.2% | -48.5% |
| 5Y | -32.2% | +45.4% | -77.6% | -51.0% |
| All | -32.2% | +44.1% | -76.3% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling