-32.2%
AAL vs COPX
+167.3%
-199.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +2.3% |
| 7D | -0.9% | -2.9% | +2.0% | +0.1% |
| 30D | -16.0% | 0.0% | -16.0% | -16.3% |
| 3M | -4.2% | +14.8% | -19.0% | -10.9% |
| 6M | +15.7% | +7.0% | +8.6% | +9.5% |
| YTD | -16.2% | +23.8% | -40.0% | -27.3% |
| 1Y | +0.2% | +75.7% | -75.5% | -27.3% |
| 3Y | -8.1% | +156.4% | -164.5% | -46.8% |
| 5Y | -32.2% | +167.6% | -199.8% | -61.7% |
| All | -32.2% | +167.3% | -199.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling