-68.6%
AAL vs CI
+146.2%
-214.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.1% | +1.2% | -1.2% | -0.5% |
| 30D | +11.7% | +2.6% | +9.1% | +10.6% |
| 3M | -12.5% | +7.4% | -20.0% | -15.2% |
| 6M | +3.6% | -0.1% | +3.7% | +2.7% |
| YTD | -14.1% | +9.7% | -23.8% | -18.4% |
| 1Y | +0.8% | +12.1% | -11.4% | -5.3% |
| 3Y | +11.8% | +7.0% | +4.8% | +0.3% |
| 5Y | -35.1% | +49.7% | -84.8% | -52.4% |
| All | -68.6% | +146.2% | -214.8% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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