-66.0%
AAL vs COO
+43.7%
-109.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +0.9% |
| 30D | -19.0% | -8.8% | -10.2% | -15.1% |
| 3M | -5.1% | +1.3% | -6.4% | -5.9% |
| 6M | +15.5% | -11.6% | +27.0% | +22.9% |
| YTD | -15.8% | -17.4% | +1.6% | -7.0% |
| 1Y | -0.3% | -1.6% | +1.3% | -0.3% |
| 3Y | -7.7% | -22.6% | +15.0% | +0.6% |
| 5Y | -32.5% | -40.3% | +7.8% | -16.3% |
| 10Y | -66.0% | +45.2% | -111.2% | -71.4% |
| All | -66.0% | +43.7% | -109.7% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling