-27.8%
AAL vs COP
+411.1%
-439.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | -3.7% | +3.0% | -6.7% | -5.0% |
| 30D | -20.8% | +17.5% | -38.3% | -26.2% |
| 3M | -1.3% | +13.4% | -14.6% | -7.8% |
| 6M | +5.4% | +17.7% | -12.4% | -5.0% |
| YTD | -14.4% | +46.6% | -60.9% | -30.5% |
| 1Y | +2.1% | +44.6% | -42.5% | -17.4% |
| 3Y | -10.6% | +20.7% | -31.3% | -23.7% |
| 5Y | -32.2% | +185.0% | -217.3% | -64.0% |
| 10Y | -62.7% | +347.0% | -409.7% | -85.4% |
| All | -27.8% | +411.1% | -439.0% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling