-66.0%
AAL vs CL
+84.6%
-150.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | +11.7% | +9.5% | +2.2% | +9.4% |
| 3M | -7.8% | +6.8% | -14.6% | -9.2% |
| 6M | +10.2% | +14.3% | -4.0% | +6.7% |
| YTD | -8.0% | +27.0% | -35.0% | -13.3% |
| 1Y | +8.5% | +26.3% | -17.7% | +2.4% |
| 3Y | +19.5% | +39.3% | -19.8% | +7.6% |
| 5Y | -33.9% | +41.5% | -75.4% | -41.2% |
| 10Y | -66.0% | +84.1% | -150.1% | -72.2% |
| All | -66.0% | +84.6% | -150.6% | -72.2% |
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