-32.8%
AAL vs COP
+186.8%
-219.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -3.7% | +3.0% | -6.7% | -4.1% |
| 30D | -20.8% | +17.5% | -38.3% | -22.4% |
| 3M | -1.3% | +13.4% | -14.6% | -3.1% |
| 6M | +5.4% | +17.7% | -12.4% | +1.5% |
| YTD | -14.4% | +46.6% | -60.9% | -22.1% |
| 1Y | +2.1% | +44.6% | -42.5% | -7.3% |
| 3Y | -10.6% | +20.7% | -31.3% | -17.2% |
| All | -32.8% | +186.8% | -219.6% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling