-34.4%
AAL vs CP
+27.5%
-61.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -6.2% |
| 7D | +2.9% | +0.9% | +2.0% | +2.3% |
| 30D | +6.5% | +10.3% | -3.9% | -0.5% |
| 3M | -10.9% | +2.3% | -13.1% | -12.3% |
| 6M | +4.9% | +10.7% | -5.8% | -3.0% |
| YTD | -13.2% | +29.3% | -42.5% | -28.6% |
| 1Y | -1.1% | +31.5% | -32.6% | -19.8% |
| 3Y | +12.8% | +36.7% | -23.9% | -12.2% |
| 5Y | -34.4% | +26.8% | -61.2% | -46.2% |
| All | -34.4% | +27.5% | -61.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling