-27.8%
AAL vs CME
+765.4%
-793.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.7% | -1.6% | -2.2% | -2.9% |
| 30D | -20.8% | +6.2% | -27.0% | -23.8% |
| 3M | -1.3% | +10.4% | -11.7% | -8.5% |
| 6M | +5.4% | -9.5% | +14.9% | +8.7% |
| YTD | -14.4% | +6.0% | -20.4% | -20.1% |
| 1Y | +2.1% | +9.3% | -7.2% | -7.0% |
| 3Y | -10.6% | +57.7% | -68.2% | -38.0% |
| 5Y | -32.2% | +77.7% | -109.9% | -57.3% |
| 10Y | -62.7% | +281.2% | -343.9% | -87.0% |
| All | -27.8% | +765.4% | -793.2% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling