-28.9%
AAL vs CL
+531.9%
-560.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.1% | -5.1% |
| 7D | +1.2% | +5.9% | -4.8% | -2.8% |
| 30D | -0.5% | +13.8% | -14.3% | -9.4% |
| 3M | -22.0% | +6.4% | -28.4% | -25.6% |
| 6M | +4.5% | +15.6% | -11.1% | -6.8% |
| YTD | -15.7% | +27.9% | -43.5% | -30.8% |
| 1Y | -3.7% | +31.4% | -35.0% | -22.7% |
| 3Y | +7.9% | +41.4% | -33.5% | -23.0% |
| 5Y | -40.7% | +42.8% | -83.5% | -59.7% |
| 10Y | -66.3% | +79.7% | -146.0% | -84.1% |
| All | -28.9% | +531.9% | -560.8% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling