-27.8%
AAL vs CI
+724.2%
-752.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.9% |
| 7D | -3.7% | +1.3% | -5.0% | -4.5% |
| 30D | -20.8% | +4.4% | -25.3% | -22.7% |
| 3M | -1.3% | +0.7% | -1.9% | -2.5% |
| 6M | +5.4% | +0.3% | +5.0% | +3.5% |
| YTD | -14.4% | +3.8% | -18.2% | -17.5% |
| 1Y | +2.1% | -5.5% | +7.6% | +1.3% |
| 3Y | -10.6% | +8.1% | -18.7% | -22.7% |
| 5Y | -32.2% | +42.8% | -75.0% | -50.9% |
| 10Y | -62.7% | +143.9% | -206.6% | -81.7% |
| All | -27.8% | +724.2% | -752.1% | -86.3% |
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 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