-7.1%
AAL vs CORZ
+225.9%
-233.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.7% |
| 7D | -1.3% | +7.6% | -8.9% | -2.3% |
| 30D | -13.7% | -6.9% | -6.8% | -13.1% |
| 3M | -8.2% | -33.0% | +24.9% | -4.4% |
| 6M | +13.1% | +19.3% | -6.2% | +9.3% |
| YTD | -15.6% | +24.2% | -39.8% | -19.3% |
| 1Y | +1.4% | +24.5% | -23.1% | -3.4% |
| All | -7.1% | +225.9% | -233.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 5y: compounded portfolio wealth divided by compounded CORZ 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…
5y analysis · Full analysis span regression · 6 months rolling