-35.2%
AAL vs CVE
+158.6%
-193.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.1% |
| 7D | -0.1% | +5.9% | -6.0% | -0.8% |
| 30D | +11.7% | -10.9% | +22.6% | +13.0% |
| 3M | -12.5% | -4.5% | -8.0% | -12.6% |
| 6M | +3.6% | -1.0% | +4.6% | +2.2% |
| YTD | -14.1% | +74.7% | -88.8% | -27.0% |
| 1Y | +0.8% | +65.8% | -65.1% | -13.4% |
| 3Y | +11.8% | +73.2% | -61.4% | -9.0% |
| All | -35.2% | +158.6% | -193.8% | -53.6% |
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