+95.1%
AAL vs COPX
+186.2%
-91.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.5% |
| 7D | -3.7% | -4.0% | +0.2% | -1.9% |
| 30D | -20.8% | +4.5% | -25.4% | -22.7% |
| 3M | -1.3% | +0.8% | -2.1% | -3.2% |
| 6M | +5.4% | +3.2% | +2.2% | +1.4% |
| YTD | -14.4% | +26.7% | -41.1% | -26.9% |
| 1Y | +2.1% | +85.7% | -83.6% | -28.5% |
| 3Y | -10.6% | +151.2% | -161.7% | -47.8% |
| 5Y | -32.2% | +170.0% | -202.2% | -63.0% |
| 10Y | -62.7% | +572.9% | -635.6% | -87.5% |
| All | +95.1% | +186.2% | -91.2% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling