-66.0%
AAL vs COP
+338.9%
-404.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | -19.0% | +15.6% | -34.6% | -23.7% |
| 3M | -5.1% | +14.3% | -19.4% | -11.2% |
| 6M | +15.5% | +17.0% | -1.5% | +5.1% |
| YTD | -15.8% | +47.4% | -63.2% | -31.3% |
| 1Y | -0.3% | +52.4% | -52.7% | -20.5% |
| 3Y | -7.7% | +20.8% | -28.5% | -20.7% |
| 5Y | -32.5% | +191.7% | -224.2% | -65.6% |
| 10Y | -66.0% | +325.1% | -391.0% | -85.9% |
| All | -66.0% | +338.9% | -404.8% | -85.9% |
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