+13.0%
AAL vs CVE
+53.7%
-40.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +4.6% | -16.1% | +20.7% | +4.9% |
| 30D | +2.6% | -10.4% | +13.0% | +2.5% |
| 3M | -17.8% | -2.4% | -15.4% | -18.5% |
| 6M | +1.9% | -4.4% | +6.3% | +0.7% |
| YTD | -14.0% | +64.9% | -79.0% | -27.7% |
| 1Y | +0.2% | +66.0% | -65.8% | -16.4% |
| 3Y | +13.0% | +57.7% | -44.6% | -15.8% |
| All | +13.0% | +53.7% | -40.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling