-68.6%
AAL vs CL
+88.0%
-156.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -0.1% | +3.2% | -3.3% | -0.8% |
| 30D | +11.7% | +8.0% | +3.7% | +9.7% |
| 3M | -12.5% | +7.9% | -20.4% | -14.1% |
| 6M | +3.6% | +14.7% | -11.1% | +0.1% |
| YTD | -14.1% | +29.2% | -43.2% | -19.3% |
| 1Y | +0.8% | +29.5% | -28.8% | -5.5% |
| 3Y | +11.8% | +40.7% | -28.9% | +0.5% |
| 5Y | -35.1% | +43.9% | -78.9% | -42.5% |
| All | -68.6% | +88.0% | -156.6% | -74.7% |
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