-27.6%
AAL vs CP
+1,307.5%
-1,335.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +3.1% |
| 7D | +4.6% | +2.8% | +1.8% | +2.7% |
| 30D | +2.6% | +10.2% | -7.6% | -4.2% |
| 3M | -17.8% | +2.4% | -20.1% | -19.2% |
| 6M | +1.9% | +7.7% | -5.8% | -4.0% |
| YTD | -14.0% | +26.0% | -40.0% | -28.0% |
| 1Y | +0.2% | +34.6% | -34.4% | -20.0% |
| 3Y | +13.0% | +26.7% | -13.6% | -6.4% |
| 5Y | -39.6% | +24.9% | -64.5% | -50.3% |
| 10Y | -65.7% | +258.6% | -324.3% | -87.4% |
| All | -27.6% | +1,307.5% | -1,335.0% | -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