-67.1%
AAL vs CL
+74.1%
-141.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | +2.6% | +11.4% | -8.8% | 0.0% |
| 3M | -17.8% | +4.4% | -22.2% | -18.6% |
| 6M | +1.9% | +10.8% | -8.9% | -0.7% |
| YTD | -14.0% | +25.1% | -39.2% | -18.6% |
| 1Y | +0.2% | +28.0% | -27.7% | -5.7% |
| 3Y | +13.0% | +37.6% | -24.6% | +2.2% |
| 5Y | -39.6% | +39.7% | -79.3% | -46.1% |
| All | -67.1% | +74.1% | -141.2% | -73.1% |
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