-27.6%
AAL vs COP
+418.8%
-446.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +4.6% | -11.5% | +16.1% | +9.5% |
| 30D | +2.6% | +5.0% | -2.4% | -0.1% |
| 3M | -17.8% | +17.5% | -35.3% | -24.2% |
| 6M | +1.9% | +16.2% | -14.4% | -7.4% |
| YTD | -14.0% | +48.8% | -62.8% | -31.4% |
| 1Y | +0.2% | +64.1% | -63.9% | -23.8% |
| 3Y | +13.0% | +25.7% | -12.6% | -5.6% |
| 5Y | -39.6% | +114.4% | -154.0% | -63.4% |
| 10Y | -65.7% | +331.7% | -397.3% | -86.4% |
| All | -27.6% | +418.8% | -446.4% | -79.0% |
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