-22.5%
AAL vs COR
+2,713.7%
-2,736.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | +10.1% | +2.4% | +7.7% | +8.8% |
| 30D | +10.6% | +7.7% | +2.9% | +6.3% |
| 3M | -5.9% | +7.5% | -13.4% | -9.9% |
| 6M | +5.7% | +34.1% | -28.4% | -11.4% |
| YTD | -8.0% | +3.9% | -11.8% | -13.4% |
| 1Y | +6.0% | -3.6% | +9.7% | +3.9% |
| 3Y | +19.6% | +80.5% | -60.9% | -24.9% |
| 5Y | -34.6% | +194.9% | -229.4% | -70.8% |
| 10Y | -65.5% | +486.6% | -552.1% | -91.8% |
| All | -22.5% | +2,713.7% | -2,736.2% | -96.5% |
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