-27.8%
AAL vs CP
+1,295.7%
-1,323.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -3.7% | -2.7% | -1.1% | -1.9% |
| 30D | -20.8% | +0.2% | -21.0% | -20.9% |
| 3M | -1.3% | +2.6% | -3.8% | -3.7% |
| 6M | +5.4% | +6.0% | -0.6% | +0.6% |
| YTD | -14.4% | +24.9% | -39.3% | -27.8% |
| 1Y | +2.1% | +20.1% | -18.0% | -11.7% |
| 3Y | -10.6% | +16.4% | -26.9% | -21.4% |
| 5Y | -32.2% | +31.7% | -64.0% | -46.7% |
| 10Y | -62.7% | +223.9% | -286.6% | -85.3% |
| All | -27.8% | +1,295.7% | -1,323.6% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling