-36.4%
AAL vs CVE
+135.1%
-171.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.4% |
| 7D | +8.3% | -10.1% | +18.3% | +9.5% |
| 30D | +11.0% | -12.1% | +23.1% | +12.3% |
| 3M | -11.2% | -1.9% | -9.3% | -11.8% |
| 6M | +6.1% | -1.8% | +7.9% | +4.3% |
| YTD | -7.6% | +65.8% | -73.4% | -21.0% |
| 1Y | +3.7% | +60.8% | -57.1% | -10.9% |
| 3Y | +20.5% | +70.1% | -49.6% | -2.1% |
| 5Y | -36.4% | +134.8% | -171.2% | -53.5% |
| All | -36.4% | +135.1% | -171.5% | -53.5% |
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 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