-65.1%
AAL vs CME
+280.6%
-345.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | -13.7% | +4.7% | -18.4% | -15.2% |
| 3M | -8.2% | +7.8% | -16.0% | -11.2% |
| 6M | +13.1% | -11.0% | +24.1% | +16.7% |
| YTD | -15.6% | +4.0% | -19.6% | -18.4% |
| 1Y | +1.4% | +9.1% | -7.7% | -4.1% |
| 3Y | -7.4% | +52.3% | -59.7% | -27.2% |
| 5Y | -35.9% | +76.1% | -112.0% | -53.8% |
| 10Y | -65.1% | +280.6% | -345.7% | -81.5% |
| All | -65.1% | +280.6% | -345.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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