-65.4%
AAL vs CI
+158.0%
-223.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.8% | +7.2% |
| 7D | +8.3% | +0.1% | +8.1% | +8.3% |
| 30D | +11.0% | +4.7% | +6.3% | +9.0% |
| 3M | -11.2% | +5.2% | -16.4% | -13.1% |
| 6M | +6.1% | +3.8% | +2.3% | +3.4% |
| YTD | -7.6% | +9.2% | -16.9% | -12.2% |
| 1Y | +3.7% | +14.3% | -10.5% | -3.3% |
| 3Y | +20.5% | +8.4% | +12.1% | +7.3% |
| 5Y | -36.4% | +50.0% | -86.4% | -53.5% |
| 10Y | -65.4% | +142.2% | -207.6% | -79.3% |
| All | -65.4% | +158.0% | -223.5% | -79.3% |
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