-27.8%
AAL vs CPB
+41.3%
-69.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +2.5% |
| 7D | -3.7% | -8.6% | +4.9% | -0.6% |
| 30D | -20.8% | -7.2% | -13.6% | -18.7% |
| 3M | -1.3% | +0.9% | -2.2% | -2.2% |
| 6M | +5.4% | -11.8% | +17.2% | +9.3% |
| YTD | -14.4% | -19.4% | +5.1% | -8.5% |
| 1Y | +2.1% | -30.4% | +32.5% | +15.0% |
| 3Y | -10.6% | -40.2% | +29.6% | +4.2% |
| 5Y | -32.2% | -39.5% | +7.3% | -24.4% |
| 10Y | -62.7% | -47.4% | -15.3% | -59.9% |
| All | -27.8% | +41.3% | -69.2% | -69.2% |
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