-27.8%
AAL vs CLS
+2,656.8%
-2,684.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.7% | +4.6% | -8.3% | -5.8% |
| 30D | -20.8% | -13.9% | -6.9% | -17.2% |
| 3M | -1.3% | -26.6% | +25.3% | +7.2% |
| 6M | +5.4% | +15.4% | -10.0% | -8.0% |
| YTD | -14.4% | +5.7% | -20.0% | -24.6% |
| 1Y | +2.1% | +41.1% | -39.0% | -24.4% |
| 3Y | -10.6% | +1,228.6% | -1,239.1% | -80.7% |
| 5Y | -32.2% | +3,240.6% | -3,272.9% | -91.1% |
| 10Y | -62.7% | +2,760.3% | -2,823.1% | -95.3% |
| All | -27.8% | +2,656.8% | -2,684.7% | -93.7% |
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