-40.7%
AAL vs CVE
+148.3%
-189.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.4% | -4.8% |
| 7D | +1.2% | -14.1% | +15.2% | +2.9% |
| 30D | -0.5% | -11.6% | +11.1% | +0.6% |
| 3M | -22.0% | 0.0% | -22.1% | -22.8% |
| 6M | +4.5% | -8.4% | +12.9% | +4.2% |
| YTD | -15.7% | +65.9% | -81.6% | -27.9% |
| 1Y | -3.7% | +69.4% | -73.1% | -18.4% |
| 3Y | +7.9% | +55.9% | -48.0% | -10.7% |
| 5Y | -40.7% | +146.2% | -186.9% | -57.9% |
| All | -40.7% | +148.3% | -189.1% | -57.9% |
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