-27.8%
AAL vs COO
+280.7%
-308.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | -3.7% | -2.2% | -1.5% | -2.5% |
| 30D | -20.8% | -7.0% | -13.8% | -17.6% |
| 3M | -1.3% | +12.2% | -13.5% | -8.2% |
| 6M | +5.4% | -15.1% | +20.5% | +15.6% |
| YTD | -14.4% | -15.1% | +0.7% | -6.0% |
| 1Y | +2.1% | +2.3% | -0.2% | -0.5% |
| 3Y | -10.6% | -23.7% | +13.1% | -0.7% |
| 5Y | -32.2% | -38.9% | +6.7% | -15.1% |
| 10Y | -62.7% | +49.9% | -112.6% | -74.4% |
| All | -27.8% | +280.7% | -308.5% | -82.9% |
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