+19.7%
AAL vs CP
+35.8%
-16.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| 3M | -7.8% | +2.2% | -10.0% | -9.2% |
| 6M | +10.2% | +11.1% | -0.9% | +1.3% |
| YTD | -8.0% | +28.2% | -36.2% | -24.6% |
| 1Y | +8.5% | +32.2% | -23.6% | -13.3% |
| All | +19.7% | +35.8% | -16.2% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling