-22.2%
AAL vs COP
+411.9%
-434.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.8% | +8.0% |
| 7D | +8.3% | -8.4% | +16.7% | +11.9% |
| 30D | +11.0% | +0.3% | +10.7% | +10.1% |
| 3M | -11.2% | +15.1% | -26.3% | -17.4% |
| 6M | +6.1% | +19.8% | -13.7% | -4.8% |
| YTD | -7.6% | +46.8% | -54.4% | -25.9% |
| 1Y | +3.7% | +59.7% | -56.0% | -20.3% |
| 3Y | +20.5% | +28.7% | -8.2% | -0.5% |
| 5Y | -36.4% | +110.7% | -147.1% | -61.2% |
| 10Y | -65.4% | +298.3% | -363.7% | -85.8% |
| All | -22.2% | +411.9% | -434.1% | -77.3% |
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