-65.2%
AAL vs CPB
-45.5%
-19.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.4% |
| 7D | -0.9% | -5.4% | +4.5% | -0.5% |
| 30D | -16.0% | -7.8% | -8.1% | -15.5% |
| 3M | -4.2% | -6.9% | +2.7% | -3.8% |
| 6M | +15.7% | -12.2% | +27.9% | +16.5% |
| YTD | -16.2% | -21.1% | +4.9% | -15.1% |
| 1Y | +0.2% | -33.5% | +33.7% | +2.7% |
| 3Y | -8.1% | -43.2% | +35.1% | -5.2% |
| 5Y | -32.2% | -40.9% | +8.7% | -30.4% |
| All | -65.2% | -45.5% | -19.8% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling