-27.6%
AAL vs CLS
+1,724.2%
-1,751.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +4.6% | -22.2% | +26.8% | +14.1% |
| 30D | +2.6% | -44.4% | +46.9% | +25.6% |
| 3M | -17.8% | -34.3% | +16.5% | -7.3% |
| 6M | +1.9% | -50.1% | +51.9% | +22.5% |
| YTD | -14.0% | -30.1% | +16.1% | -13.9% |
| 1Y | +0.2% | -39.3% | +39.6% | +3.3% |
| 3Y | +13.0% | +732.7% | -719.7% | -71.3% |
| 5Y | -39.6% | +1,777.2% | -1,816.8% | -90.1% |
| 10Y | -65.7% | +1,645.6% | -1,711.3% | -94.8% |
| All | -27.6% | +1,724.2% | -1,751.7% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling