-36.1%
AAL vs CLX
-35.6%
-0.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -0.3% | -3.5% | +3.2% | +0.6% |
| 30D | -19.0% | -11.9% | -7.1% | -16.4% |
| 3M | -5.1% | -2.6% | -2.5% | -4.6% |
| 6M | +15.5% | -18.2% | +33.6% | +20.3% |
| YTD | -15.8% | -5.9% | -9.9% | -15.1% |
| 1Y | -0.3% | -23.8% | +23.5% | +5.1% |
| 3Y | -7.7% | -33.6% | +25.9% | -1.1% |
| All | -36.1% | -35.6% | -0.5% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling