-27.8%
AAL vs COR
+2,570.4%
-2,598.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.3% |
| 7D | -3.7% | +2.8% | -6.5% | -5.3% |
| 30D | -20.8% | +4.5% | -25.3% | -23.0% |
| 3M | -1.3% | +22.7% | -23.9% | -12.8% |
| 6M | +5.4% | -9.7% | +15.1% | +8.8% |
| YTD | -14.4% | -1.4% | -12.9% | -17.0% |
| 1Y | +2.1% | +13.9% | -11.8% | -10.1% |
| 3Y | -10.6% | +94.0% | -104.5% | -46.8% |
| 5Y | -32.2% | +184.0% | -216.2% | -69.3% |
| 10Y | -62.7% | +406.8% | -469.5% | -90.4% |
| All | -27.8% | +2,570.4% | -2,598.3% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling