-65.4%
AAL vs CLF
+92.7%
-158.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.0% | +0.5% | +5.4% |
| 7D | +8.3% | -14.1% | +22.3% | +12.7% |
| 30D | +11.0% | -5.5% | +16.5% | +11.3% |
| 3M | -11.2% | 0.0% | -11.2% | -13.2% |
| 6M | +6.1% | +11.3% | -5.2% | -2.0% |
| YTD | -7.6% | -7.7% | 0.0% | -11.6% |
| 1Y | +3.7% | +17.5% | -13.8% | -8.3% |
| 3Y | +20.5% | -25.4% | +45.9% | +10.2% |
| 5Y | -36.4% | -46.0% | +9.6% | -38.9% |
| 10Y | -65.4% | +80.1% | -145.5% | -81.4% |
| All | -65.4% | +92.7% | -158.1% | -81.4% |
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