-54.4%
AAL vs CTVA
+131.3%
-185.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.3% |
| 7D | -0.1% | -20.8% | +20.7% | +9.6% |
| 30D | +11.7% | -29.6% | +41.3% | +29.6% |
| 3M | -12.5% | -16.9% | +4.3% | -8.1% |
| 6M | +3.6% | -24.3% | +27.9% | +13.1% |
| YTD | -14.1% | -5.6% | -8.5% | -17.4% |
| 1Y | +0.8% | -4.2% | +4.9% | -4.0% |
| 3Y | +11.8% | +43.3% | -31.5% | -17.4% |
| 5Y | -35.1% | +35.7% | -70.8% | -52.2% |
| All | -54.4% | +131.3% | -185.6% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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