-22.5%
AAL vs COO
+244.3%
-266.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +3.4% | -2.3% | +5.8% | +4.9% |
| 30D | +11.7% | +13.3% | -1.6% | +4.0% |
| 3M | -7.8% | -18.1% | +10.3% | +2.1% |
| 6M | +10.2% | +6.7% | +3.5% | +3.9% |
| YTD | -8.0% | -23.2% | +15.2% | +5.5% |
| 1Y | +8.5% | -12.3% | +20.8% | +14.9% |
| 3Y | +19.5% | -23.6% | +43.0% | +30.7% |
| 5Y | -33.9% | -38.7% | +4.8% | -18.4% |
| 10Y | -66.0% | +42.2% | -108.2% | -76.3% |
| All | -22.5% | +244.3% | -266.8% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling