-66.0%
AAL vs CP
+219.6%
-285.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -0.3% | +2.4% | -2.7% | -2.0% |
| 30D | -19.0% | -0.5% | -18.5% | -18.7% |
| 3M | -5.1% | +1.4% | -6.5% | -6.6% |
| 6M | +15.5% | +10.3% | +5.2% | +7.0% |
| YTD | -15.8% | +24.3% | -40.1% | -28.7% |
| 1Y | -0.3% | +20.4% | -20.8% | -13.9% |
| 3Y | -7.7% | +21.8% | -29.4% | -21.5% |
| 5Y | -32.5% | +31.5% | -64.0% | -47.0% |
| 10Y | -66.0% | +223.2% | -289.2% | -86.0% |
| All | -66.0% | +219.6% | -285.6% | -86.0% |
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