-68.3%
AAL vs CVE
+147.6%
-215.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.0% |
| 7D | +2.9% | +4.6% | -1.7% | +1.7% |
| 30D | +6.5% | -12.0% | +18.5% | +9.4% |
| 3M | -10.9% | -3.8% | -7.1% | -11.0% |
| 6M | +4.9% | -2.7% | +7.6% | +2.8% |
| YTD | -13.2% | +73.6% | -86.8% | -29.7% |
| 1Y | -1.1% | +62.0% | -63.1% | -18.4% |
| 3Y | +12.8% | +72.7% | -59.9% | -11.2% |
| 5Y | -34.4% | +153.9% | -188.3% | -56.8% |
| All | -68.3% | +147.6% | -215.9% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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