+6.4%
AAL vs CLF
+14.6%
-8.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.0% | +0.5% | +6.6% |
| 7D | +8.3% | -14.1% | +22.3% | +9.7% |
| 30D | +11.0% | -5.5% | +16.5% | +10.9% |
| 3M | -11.2% | 0.0% | -11.2% | -12.3% |
| 6M | +6.1% | +11.3% | -5.2% | +2.3% |
| YTD | -7.6% | -7.7% | 0.0% | -9.6% |
| All | +6.4% | +14.6% | -8.2% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling