-66.0%
AAL vs CVE
+144.4%
-210.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.8% |
| 7D | +3.4% | +0.1% | +3.4% | +3.4% |
| 30D | +11.7% | -10.8% | +22.6% | +14.4% |
| 3M | -7.8% | -4.3% | -3.4% | -7.8% |
| 6M | +10.2% | -1.5% | +11.7% | +7.6% |
| YTD | -8.0% | +70.7% | -78.7% | -25.2% |
| 1Y | +8.5% | +58.1% | -49.6% | -9.8% |
| 3Y | +19.5% | +69.8% | -50.4% | -5.5% |
| 5Y | -33.9% | +148.9% | -182.8% | -56.2% |
| 10Y | -66.0% | +143.5% | -209.5% | -84.5% |
| All | -66.0% | +144.4% | -210.4% | -84.5% |
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