-67.1%
AAL vs CLF
+104.8%
-171.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +4.6% | -19.6% | +24.2% | +11.0% |
| 30D | +2.6% | -5.0% | +7.5% | +2.5% |
| 3M | -17.8% | -6.3% | -11.5% | -18.1% |
| 6M | +1.9% | +2.8% | -0.9% | -3.7% |
| YTD | -14.0% | -13.7% | -0.3% | -16.1% |
| 1Y | +0.2% | +13.6% | -13.3% | -10.5% |
| 3Y | +13.0% | -34.0% | +47.0% | +7.4% |
| 5Y | -39.6% | -48.7% | +9.2% | -41.2% |
| All | -67.1% | +104.8% | -171.9% | -81.9% |
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