-40.8%
AAL vs CME
+69.3%
-110.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +1.9% |
| 7D | +4.6% | +0.9% | +3.7% | +4.6% |
| 30D | +2.6% | +13.2% | -10.6% | +2.2% |
| 3M | -17.8% | +16.3% | -34.0% | -18.2% |
| 6M | +1.9% | +7.1% | -5.3% | +2.4% |
| YTD | -14.0% | +15.8% | -29.9% | -15.0% |
| 1Y | +0.2% | +17.1% | -16.8% | -1.2% |
| 3Y | +13.0% | +63.2% | -50.1% | -2.7% |
| All | -40.8% | +69.3% | -110.1% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling