+309.4%
AAL vs CVE
+62.8%
+246.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.4% | -4.4% |
| 7D | +1.2% | -14.1% | +15.2% | +4.9% |
| 30D | -0.5% | -11.6% | +11.1% | +2.1% |
| 3M | -22.0% | 0.0% | -22.1% | -23.0% |
| 6M | +4.5% | -8.4% | +12.9% | +4.0% |
| YTD | -15.7% | +65.9% | -81.6% | -30.5% |
| 1Y | -3.7% | +69.4% | -73.1% | -21.4% |
| 3Y | +7.9% | +55.9% | -48.0% | -12.0% |
| 5Y | -40.7% | +146.2% | -186.9% | -60.0% |
| 10Y | -66.3% | +140.6% | -207.0% | -82.1% |
| All | +309.4% | +62.8% | +246.6% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling