-32.8%
AAL vs CVE
+317.2%
-350.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -3.7% | +2.5% | -6.2% | -4.1% |
| 30D | -20.8% | +16.7% | -37.5% | -22.8% |
| 3M | -1.3% | +9.3% | -10.5% | -3.2% |
| 6M | +5.4% | +43.6% | -38.2% | -3.8% |
| YTD | -14.4% | +93.6% | -107.9% | -27.9% |
| 1Y | +2.1% | +98.8% | -96.7% | -15.1% |
| 3Y | -10.6% | +73.6% | -84.2% | -26.5% |
| All | -32.8% | +317.2% | -350.0% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling