-65.1%
AAL vs CLX
-3.8%
-61.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | -13.7% | -15.8% | +2.1% | -12.2% |
| 3M | -8.2% | -7.9% | -0.2% | -7.5% |
| 6M | +13.1% | -19.0% | +32.2% | +14.8% |
| YTD | -15.6% | -7.9% | -7.7% | -15.1% |
| 1Y | +1.4% | -25.4% | +26.8% | +3.3% |
| 3Y | -7.4% | -35.0% | +27.6% | -5.6% |
| 5Y | -35.9% | -36.8% | +0.8% | -35.6% |
| 10Y | -65.1% | -1.4% | -63.7% | -70.3% |
| All | -65.1% | -3.8% | -61.3% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling