-32.8%
AAL vs CLF
-47.7%
+15.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | -3.7% | +7.6% | -11.3% | -5.5% |
| 30D | -20.8% | -1.2% | -19.6% | -20.7% |
| 3M | -1.3% | -13.4% | +12.1% | +1.1% |
| 6M | +5.4% | +15.4% | -10.0% | -0.7% |
| YTD | -14.4% | -5.9% | -8.5% | -16.1% |
| 1Y | +2.1% | +18.8% | -16.7% | -8.8% |
| 3Y | -10.6% | -19.4% | +8.8% | -17.5% |
| All | -32.8% | -47.7% | +15.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling