+3,026.0%
COST vs AAL
-34.9%
+3,060.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -4.0% | -19.0% | +15.0% | -2.1% |
| 3M | -6.5% | -5.1% | -1.4% | -6.4% |
| 6M | -8.5% | +15.5% | -24.0% | -10.4% |
| YTD | +6.0% | -15.8% | +21.8% | +6.7% |
| 1Y | -5.8% | -0.3% | -5.5% | -6.9% |
| 3Y | +71.8% | -7.7% | +79.5% | +67.4% |
| 5Y | +106.2% | -32.5% | +138.7% | +103.5% |
| 10Y | +602.0% | -66.0% | +668.0% | +591.8% |
| All | +3,026.0% | -34.9% | +3,060.9% | +2,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling