+606.1%
COST vs AAL
-63.7%
+669.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | -4.7% | -12.9% | +8.1% | -3.8% |
| 3M | -7.1% | -11.2% | +4.1% | -6.6% |
| 6M | -8.5% | +17.8% | -26.4% | -10.1% |
| YTD | +5.4% | -15.1% | +20.5% | +5.9% |
| 1Y | -5.6% | +0.5% | -6.1% | -6.6% |
| 3Y | +68.5% | -7.7% | +76.1% | +64.7% |
| 5Y | +105.2% | -31.3% | +136.6% | +102.2% |
| All | +606.1% | -63.7% | +669.8% | +656.1% |
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