-27.6%
AAL vs CI
+761.3%
-788.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.6% | +3.3% |
| 7D | +4.6% | -1.6% | +6.2% | +5.5% |
| 30D | +2.6% | +5.4% | -2.8% | -0.2% |
| 3M | -17.8% | +7.3% | -25.0% | -20.9% |
| 6M | +1.9% | +5.3% | -3.4% | -2.2% |
| YTD | -14.0% | +8.5% | -22.5% | -19.2% |
| 1Y | +0.2% | +17.1% | -16.9% | -9.6% |
| 3Y | +13.0% | +1.4% | +11.6% | +1.7% |
| 5Y | -39.6% | +50.5% | -90.1% | -57.4% |
| 10Y | -65.7% | +168.5% | -234.2% | -84.0% |
| All | -27.6% | +761.3% | -788.8% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling