-27.6%
AAL vs COF
+233.0%
-260.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.6% |
| 7D | -0.1% | -3.4% | +3.3% | +2.2% |
| 30D | +11.7% | +0.4% | +11.3% | +11.3% |
| 3M | -12.5% | -12.5% | 0.0% | -4.5% |
| 6M | +3.6% | +8.3% | -4.7% | -1.8% |
| YTD | -14.1% | -18.6% | +4.5% | -2.2% |
| 1Y | +0.8% | -8.6% | +9.4% | +6.4% |
| 3Y | +11.8% | +94.7% | -82.9% | -29.4% |
| 5Y | -35.1% | +35.3% | -70.4% | -48.9% |
| 10Y | -68.3% | +185.1% | -253.4% | -84.8% |
| All | -27.6% | +233.0% | -260.6% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling