+1,298.9%
COHR vs AAL
-63.7%
+1,362.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.8% |
| 7D | +8.3% | -0.9% | +9.3% | +8.6% |
| 30D | -14.1% | -12.9% | -1.3% | -10.4% |
| 3M | -16.0% | -11.2% | -4.8% | -13.0% |
| 6M | +21.5% | +17.8% | +3.6% | +14.3% |
| YTD | +65.4% | -15.1% | +80.6% | +70.7% |
| 1Y | +195.0% | +0.5% | +194.6% | +187.3% |
| 3Y | +830.2% | -7.7% | +837.8% | +794.3% |
| 5Y | +397.1% | -31.3% | +428.4% | +404.2% |
| All | +1,298.9% | -63.7% | +1,362.6% | +1,605.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 10y: compounded portfolio wealth divided by compounded AAL 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…
10y analysis · Full analysis span regression · 6 months rolling