-34.4%
AAL vs CLF
-41.3%
+6.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +2.9% | +16.0% | -13.0% | -0.6% |
| 30D | +6.5% | +1.6% | +4.8% | +4.8% |
| 3M | -10.9% | +6.7% | -17.5% | -13.9% |
| 6M | +4.9% | +21.1% | -16.2% | -3.7% |
| YTD | -13.2% | -1.6% | -11.6% | -17.3% |
| 1Y | -1.1% | +18.5% | -19.6% | -10.8% |
| 3Y | +12.8% | -21.0% | +33.8% | +3.6% |
| 5Y | -34.4% | -41.4% | +7.0% | -35.8% |
| All | -34.4% | -41.3% | +6.9% | -35.8% |
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