-1.1%
AAL vs COP
+61.7%
-62.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -4.4% |
| 7D | +2.9% | +3.4% | -0.5% | +5.7% |
| 30D | +6.5% | -0.6% | +7.1% | +6.9% |
| 3M | -10.9% | +10.8% | -21.6% | -2.1% |
| 6M | +4.9% | +19.6% | -14.7% | +24.9% |
| YTD | -13.2% | +52.9% | -66.1% | +8.4% |
| 1Y | -1.1% | +62.2% | -63.3% | +23.4% |
| All | -1.1% | +61.7% | -62.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling