-40.8%
AAL vs CL
+39.7%
-80.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.3% |
| 7D | +4.6% | +1.3% | +3.3% | +4.4% |
| 30D | +2.6% | +11.4% | -8.8% | +0.9% |
| 3M | -17.8% | +4.4% | -22.2% | -18.3% |
| 6M | +1.9% | +10.8% | -8.9% | +0.2% |
| YTD | -14.0% | +25.1% | -39.2% | -16.7% |
| 1Y | +0.2% | +28.0% | -27.7% | -3.2% |
| 3Y | +13.0% | +37.6% | -24.6% | +4.2% |
| All | -40.8% | +39.7% | -80.5% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling