-66.0%
AAL vs CLF
+83.8%
-149.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.7% |
| 7D | +3.4% | +2.3% | +1.1% | +2.6% |
| 30D | +11.7% | +1.9% | +9.8% | +9.5% |
| 3M | -7.8% | +5.9% | -13.7% | -11.4% |
| 6M | +10.2% | +16.9% | -6.7% | +0.4% |
| YTD | -8.0% | -1.1% | -7.0% | -13.8% |
| 1Y | +8.5% | +28.8% | -20.3% | -6.7% |
| 3Y | +19.5% | -20.6% | +40.1% | +7.2% |
| 5Y | -33.9% | -41.5% | +7.6% | -38.0% |
| 10Y | -66.0% | +87.5% | -153.5% | -82.1% |
| All | -66.0% | +83.8% | -149.8% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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