+0.8%
AAL vs CMG
+12.4%
-11.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.1% | +2.5% | -2.5% | -0.8% |
| 30D | +11.7% | +15.6% | -3.9% | +6.3% |
| 3M | -12.5% | +8.2% | -20.7% | -15.5% |
| 6M | +3.6% | +9.9% | -6.3% | -4.1% |
| YTD | -14.1% | -4.6% | -9.4% | -12.1% |
| 1Y | +0.8% | +12.4% | -11.7% | -2.4% |
| All | +0.8% | +12.4% | -11.6% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling