-32.8%
AAL vs CP
+32.0%
-64.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -3.7% | -2.7% | -1.1% | -2.0% |
| 30D | -20.8% | +0.2% | -21.0% | -20.9% |
| 3M | -1.3% | +2.6% | -3.8% | -3.6% |
| 6M | +5.4% | +6.0% | -0.6% | +0.7% |
| YTD | -14.4% | +24.9% | -39.3% | -27.4% |
| 1Y | +2.1% | +20.1% | -18.0% | -11.2% |
| 3Y | -10.6% | +16.4% | -26.9% | -21.8% |
| All | -32.8% | +32.0% | -64.8% | -46.0% |
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 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