-65.4%
AAL vs CL
+76.2%
-141.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +6.0% | +7.1% |
| 7D | +8.3% | +0.5% | +7.7% | +8.2% |
| 30D | +11.0% | +11.6% | -0.6% | +8.2% |
| 3M | -11.2% | +5.6% | -16.8% | -12.3% |
| 6M | +6.1% | +13.2% | -7.1% | +2.9% |
| YTD | -7.6% | +26.9% | -34.5% | -12.9% |
| 1Y | +3.7% | +27.3% | -23.6% | -2.3% |
| 3Y | +20.5% | +39.7% | -19.2% | +8.5% |
| 5Y | -36.4% | +41.3% | -77.7% | -43.4% |
| 10Y | -65.4% | +76.3% | -141.7% | -71.3% |
| All | -65.4% | +76.2% | -141.6% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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