-27.6%
AAL vs COO
+241.2%
-268.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +3.0% |
| 7D | +4.6% | +4.7% | -0.1% | +1.9% |
| 30D | +2.6% | +13.9% | -11.3% | -4.9% |
| 3M | -17.8% | -14.9% | -2.8% | -11.2% |
| 6M | +1.9% | +2.0% | -0.2% | -1.5% |
| YTD | -14.0% | -23.9% | +9.9% | -0.9% |
| 1Y | +0.2% | -9.6% | +9.9% | +4.1% |
| 3Y | +13.0% | -25.4% | +38.5% | +25.4% |
| 5Y | -39.6% | -41.2% | +1.6% | -23.7% |
| 10Y | -65.7% | +42.1% | -107.8% | -76.1% |
| All | -27.6% | +241.2% | -268.7% | -82.0% |
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