-6.2%
AAL vs COR
+92.7%
-98.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +0.9% |
| 7D | -3.7% | +2.8% | -6.5% | -3.3% |
| 30D | -20.8% | +4.5% | -25.3% | -20.1% |
| 3M | -1.3% | +22.7% | -23.9% | +2.6% |
| 6M | +5.4% | -9.7% | +15.1% | +3.4% |
| YTD | -14.4% | -1.4% | -12.9% | -13.9% |
| 1Y | +2.1% | +13.9% | -11.8% | +6.7% |
| All | -6.2% | +92.7% | -98.9% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling