-67.1%
AAL vs CVE
+136.1%
-203.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +4.6% | -16.1% | +20.7% | +9.2% |
| 30D | +2.6% | -10.4% | +13.0% | +4.8% |
| 3M | -17.8% | -2.4% | -15.4% | -18.3% |
| 6M | +1.9% | -4.4% | +6.3% | +0.2% |
| YTD | -14.0% | +64.9% | -79.0% | -29.4% |
| 1Y | +0.2% | +66.0% | -65.8% | -18.2% |
| 3Y | +13.0% | +57.7% | -44.6% | -8.8% |
| 5Y | -39.6% | +144.7% | -184.3% | -59.9% |
| All | -67.1% | +136.1% | -203.3% | -85.0% |
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