-22.5%
AAL vs CLX
+265.3%
-287.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +10.1% | +13.6% | -3.6% | +2.9% |
| 30D | +10.6% | +29.1% | -18.5% | -3.4% |
| 3M | -5.9% | +1.6% | -7.5% | -7.0% |
| 6M | +5.7% | +18.7% | -13.0% | -4.2% |
| YTD | -8.0% | +11.1% | -19.1% | -14.5% |
| 1Y | +6.0% | +7.0% | -1.0% | +0.2% |
| 3Y | +19.6% | -10.0% | +29.6% | +20.1% |
| 5Y | -34.6% | -22.6% | -11.9% | -32.4% |
| 10Y | -65.5% | +29.3% | -94.8% | -85.2% |
| All | -22.5% | +265.3% | -287.8% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling