-22.2%
AAL vs CLS
+1,867.5%
-1,889.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.9% | -0.4% | +4.4% |
| 7D | +8.3% | -10.6% | +18.8% | +12.2% |
| 30D | +11.0% | -38.4% | +49.4% | +30.9% |
| 3M | -11.2% | -29.9% | +18.7% | -2.2% |
| 6M | +6.1% | -40.6% | +46.7% | +19.5% |
| YTD | -7.6% | -24.6% | +17.0% | -10.1% |
| 1Y | +3.7% | -30.8% | +34.5% | +1.7% |
| 3Y | +20.5% | +811.7% | -791.2% | -70.5% |
| 5Y | -36.4% | +1,838.4% | -1,874.8% | -89.7% |
| 10Y | -65.4% | +1,751.5% | -1,816.9% | -94.9% |
| All | -22.2% | +1,867.5% | -1,889.7% | -92.5% |
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