-27.6%
AAL vs CLF
-33.1%
+5.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +4.6% | -19.6% | +24.2% | +10.0% |
| 30D | +2.6% | -5.0% | +7.5% | +2.6% |
| 3M | -17.8% | -6.3% | -11.5% | -18.0% |
| 6M | +1.9% | +2.8% | -0.9% | -2.6% |
| YTD | -14.0% | -13.7% | -0.3% | -15.5% |
| 1Y | +0.2% | +13.6% | -13.3% | -8.3% |
| 3Y | +13.0% | -34.0% | +47.0% | +9.1% |
| 5Y | -39.6% | -48.7% | +9.2% | -40.3% |
| 10Y | -65.7% | +113.4% | -179.1% | -79.1% |
| All | -27.6% | -33.1% | +5.5% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling