-68.6%
AAL vs COR
+486.2%
-554.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -2.0% |
| 7D | -0.1% | +7.8% | -7.9% | -2.4% |
| 30D | +11.7% | +7.0% | +4.7% | +9.5% |
| 3M | -12.5% | +16.3% | -28.8% | -16.5% |
| 6M | +3.6% | +41.3% | -37.7% | -7.4% |
| YTD | -14.1% | +7.1% | -21.2% | -17.3% |
| 1Y | +0.8% | -0.8% | +1.6% | -0.5% |
| 3Y | +11.8% | +85.0% | -73.2% | -16.6% |
| 5Y | -35.1% | +203.9% | -239.0% | -61.5% |
| All | -68.6% | +486.2% | -554.8% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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