-66.0%
AAL vs CP
+251.7%
-317.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +3.4% | -0.7% | +4.1% | +4.0% |
| 30D | +11.7% | +9.6% | +2.1% | +4.9% |
| 3M | -7.8% | +2.2% | -10.0% | -9.2% |
| 6M | +10.2% | +11.1% | -0.9% | +1.7% |
| YTD | -8.0% | +28.2% | -36.2% | -23.9% |
| 1Y | +8.5% | +32.2% | -23.6% | -12.2% |
| 3Y | +19.5% | +35.5% | -16.0% | -5.8% |
| 5Y | -33.9% | +26.8% | -60.7% | -46.5% |
| 10Y | -66.0% | +256.9% | -322.9% | -86.9% |
| All | -66.0% | +251.7% | -317.7% | -86.9% |
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