-67.1%
AAL vs CSGP
+63.3%
-130.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +3.6% |
| 7D | +4.6% | +1.3% | +3.3% | +4.1% |
| 30D | +2.6% | +10.7% | -8.1% | -2.1% |
| 3M | -17.8% | +3.3% | -21.1% | -20.1% |
| 6M | +1.9% | -10.3% | +12.2% | +2.9% |
| YTD | -14.0% | -54.6% | +40.5% | +10.8% |
| 1Y | +0.2% | -54.6% | +54.9% | +29.0% |
| 3Y | +13.0% | -60.3% | +73.4% | +49.8% |
| 5Y | -39.6% | -63.3% | +23.7% | -20.4% |
| All | -67.1% | +63.3% | -130.4% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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