-22.5%
AAL vs CPB
+49.4%
-71.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +3.4% | -4.1% | +7.5% | +5.0% |
| 30D | +11.7% | +16.9% | -5.2% | +5.3% |
| 3M | -7.8% | -0.6% | -7.2% | -8.2% |
| 6M | +10.2% | +11.4% | -1.1% | +4.7% |
| YTD | -8.0% | -14.8% | +6.8% | -4.2% |
| 1Y | +8.5% | -24.8% | +33.3% | +18.6% |
| 3Y | +19.5% | -36.6% | +56.1% | +36.2% |
| 5Y | -33.9% | -33.3% | -0.6% | -29.4% |
| 10Y | -66.0% | -40.4% | -25.6% | -66.4% |
| All | -22.5% | +49.4% | -71.9% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling