-65.4%
AAL vs CP
+261.0%
-326.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +6.0% |
| 7D | +8.3% | +2.8% | +5.5% | +6.3% |
| 30D | +11.0% | +11.3% | -0.4% | +3.0% |
| 3M | -11.2% | +2.9% | -14.0% | -12.9% |
| 6M | +6.1% | +9.8% | -3.7% | -1.3% |
| YTD | -7.6% | +28.5% | -36.2% | -23.7% |
| 1Y | +3.7% | +33.5% | -29.8% | -16.6% |
| 3Y | +20.5% | +31.9% | -11.4% | -3.2% |
| 5Y | -36.4% | +25.5% | -61.9% | -48.1% |
| 10Y | -65.4% | +257.6% | -323.0% | -86.2% |
| All | -65.4% | +261.0% | -326.4% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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