-22.2%
AAL vs CME
+841.3%
-863.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.9% | +7.7% |
| 7D | +8.3% | -0.6% | +8.8% | +8.6% |
| 30D | +11.0% | +8.5% | +2.4% | +5.5% |
| 3M | -11.2% | +16.0% | -27.2% | -19.2% |
| 6M | +6.1% | +9.3% | -3.3% | -2.2% |
| YTD | -7.6% | +15.3% | -22.9% | -18.4% |
| 1Y | +3.7% | +14.4% | -10.7% | -8.2% |
| 3Y | +20.5% | +59.9% | -39.4% | -16.9% |
| 5Y | -36.4% | +69.4% | -105.8% | -58.7% |
| 10Y | -65.4% | +299.5% | -364.9% | -88.3% |
| All | -22.2% | +841.3% | -863.4% | -86.7% |
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