-63.1%
AAL vs CVE
+159.5%
-222.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | -3.7% | +2.5% | -6.2% | -4.4% |
| 30D | -20.8% | +16.7% | -37.5% | -24.3% |
| 3M | -1.3% | +9.3% | -10.5% | -4.9% |
| 6M | +5.4% | +43.6% | -38.2% | -7.6% |
| YTD | -14.4% | +93.6% | -107.9% | -32.0% |
| 1Y | +2.1% | +98.8% | -96.7% | -20.0% |
| 3Y | -10.6% | +73.6% | -84.2% | -29.1% |
| 5Y | -32.2% | +312.5% | -344.7% | -61.3% |
| All | -63.1% | +159.5% | -222.6% | -83.1% |
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