-7.7%
AAL vs CLX
-34.1%
+26.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -0.3% | -3.5% | +3.2% | +0.8% |
| 30D | -19.0% | -11.9% | -7.1% | -16.0% |
| 3M | -5.1% | -2.6% | -2.5% | -4.5% |
| 6M | +15.5% | -18.2% | +33.6% | +20.3% |
| YTD | -15.8% | -5.9% | -9.9% | -15.2% |
| 1Y | -0.3% | -23.8% | +23.5% | +5.4% |
| 3Y | -7.7% | -33.6% | +25.9% | -6.6% |
| All | -7.7% | -34.1% | +26.5% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling