-64.8%
AAL vs COPX
+583.8%
-648.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | -12.9% | +0.3% | -13.1% | -13.5% |
| 3M | -11.2% | +6.8% | -18.0% | -15.8% |
| 6M | +17.8% | +7.9% | +9.9% | +9.4% |
| YTD | -15.1% | +23.7% | -38.9% | -28.8% |
| 1Y | +0.5% | +71.5% | -71.1% | -31.0% |
| 3Y | -7.7% | +149.1% | -156.8% | -51.4% |
| 5Y | -31.3% | +167.3% | -198.7% | -67.0% |
| All | -64.8% | +583.8% | -648.6% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling