-29.0%
AAL vs COF
+265.2%
-294.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | 0.0% |
| 7D | -0.3% | +1.2% | -1.5% | -1.2% |
| 30D | -19.0% | -1.4% | -17.6% | -18.3% |
| 3M | -5.1% | +19.0% | -24.1% | -15.3% |
| 6M | +15.5% | +14.9% | +0.6% | +5.4% |
| YTD | -15.8% | -10.7% | -5.1% | -9.7% |
| 1Y | -0.3% | -1.3% | +1.0% | -0.1% |
| 3Y | -7.7% | +124.3% | -132.0% | -47.3% |
| 5Y | -32.5% | +51.1% | -83.6% | -50.8% |
| 10Y | -66.0% | +252.4% | -318.3% | -85.8% |
| All | -29.0% | +265.2% | -294.2% | -78.5% |
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 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