-68.6%
AAL vs CMG
+342.6%
-411.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.1% | +2.5% | -2.5% | -0.9% |
| 30D | +11.7% | +15.6% | -3.9% | +5.6% |
| 3M | -12.5% | +8.2% | -20.7% | -15.8% |
| 6M | +3.6% | +9.9% | -6.3% | -2.0% |
| YTD | -14.1% | -4.6% | -9.4% | -14.1% |
| 1Y | +0.8% | +12.4% | -11.7% | -5.5% |
| 3Y | +11.8% | -18.0% | +29.8% | +15.3% |
| 5Y | -35.1% | -5.3% | -29.8% | -38.3% |
| All | -68.6% | +342.6% | -411.2% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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