-65.1%
AAL vs COR
+399.7%
-464.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -1.3% | -3.9% | +2.6% | -0.2% |
| 30D | -13.7% | -0.3% | -13.4% | -13.7% |
| 3M | -8.2% | +15.9% | -24.0% | -12.4% |
| 6M | +13.1% | -10.3% | +23.4% | +15.7% |
| YTD | -15.6% | -3.7% | -11.9% | -16.1% |
| 1Y | +1.4% | +9.1% | -7.7% | -3.8% |
| 3Y | -7.4% | +86.6% | -94.0% | -31.0% |
| 5Y | -35.9% | +180.9% | -216.9% | -59.9% |
| 10Y | -65.1% | +407.4% | -472.6% | -82.4% |
| All | -65.1% | +399.7% | -464.8% | -82.4% |
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