-66.0%
AAL vs CI
+142.6%
-208.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -1.0% |
| 7D | -0.3% | -2.0% | +1.7% | +0.5% |
| 30D | -19.0% | -1.8% | -17.2% | -18.5% |
| 3M | -5.1% | -4.2% | -0.8% | -4.0% |
| 6M | +15.5% | +2.7% | +12.8% | +12.8% |
| YTD | -15.8% | +1.9% | -17.7% | -17.6% |
| 1Y | -0.3% | -6.3% | +5.9% | -0.4% |
| 3Y | -7.7% | +3.9% | -11.5% | -16.8% |
| 5Y | -32.5% | +41.9% | -74.4% | -49.5% |
| 10Y | -66.0% | +140.4% | -206.4% | -80.1% |
| All | -66.0% | +142.6% | -208.5% | -80.1% |
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