-55.5%
AAL vs CTVA
+210.9%
-266.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -0.9% | -4.7% | +3.7% | +1.5% |
| 30D | -16.0% | +11.1% | -27.0% | -20.6% |
| 3M | -4.2% | +13.7% | -18.0% | -11.6% |
| 6M | +15.7% | +11.2% | +4.5% | +7.4% |
| YTD | -16.2% | +26.9% | -43.1% | -27.8% |
| 1Y | +0.2% | +18.8% | -18.6% | -11.0% |
| 3Y | -8.1% | +75.9% | -84.0% | -36.2% |
| 5Y | -32.2% | +105.2% | -137.4% | -58.6% |
| All | -55.5% | +210.9% | -266.4% | -79.9% |
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