-40.8%
AAL vs CI
+49.9%
-90.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.6% | +2.5% |
| 7D | +4.6% | -1.6% | +6.2% | +5.0% |
| 30D | +2.6% | +5.4% | -2.8% | +1.5% |
| 3M | -17.8% | +7.3% | -25.0% | -19.0% |
| 6M | +1.9% | +5.3% | -3.4% | +0.2% |
| YTD | -14.0% | +8.5% | -22.5% | -16.1% |
| 1Y | +0.2% | +17.1% | -16.9% | -4.0% |
| 3Y | +13.0% | +1.4% | +11.6% | +8.6% |
| All | -40.8% | +49.9% | -90.6% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling