-68.3%
AAL vs COP
+335.3%
-403.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -6.2% |
| 7D | +2.9% | +3.4% | -0.5% | +1.6% |
| 30D | +6.5% | -0.6% | +7.1% | +6.0% |
| 3M | -10.9% | +10.8% | -21.6% | -15.3% |
| 6M | +4.9% | +19.6% | -14.7% | -5.0% |
| YTD | -13.2% | +52.9% | -66.1% | -31.0% |
| 1Y | -1.1% | +62.2% | -63.3% | -23.8% |
| 3Y | +12.8% | +32.4% | -19.6% | -7.3% |
| 5Y | -34.4% | +129.7% | -164.1% | -62.4% |
| All | -68.3% | +335.3% | -403.6% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling