-32.5%
AAL vs CLS
+3,459.5%
-3,492.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -3.0% |
| 7D | -0.3% | +12.8% | -13.1% | -3.3% |
| 30D | -19.0% | +3.8% | -22.8% | -20.2% |
| 3M | -5.1% | -14.6% | +9.6% | -3.2% |
| 6M | +15.5% | +32.2% | -16.8% | +3.1% |
| YTD | -15.8% | +11.6% | -27.4% | -22.8% |
| 1Y | -0.3% | +35.1% | -35.4% | -15.9% |
| 3Y | -7.7% | +1,312.5% | -1,320.2% | -71.8% |
| 5Y | -32.5% | +3,542.1% | -3,574.6% | -87.3% |
| All | -32.5% | +3,459.5% | -3,492.1% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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