-8.2%
AAL vs CMG
-7.8%
-0.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.3% |
| 7D | -1.3% | -6.5% | +5.2% | +1.4% |
| 30D | -13.7% | +12.1% | -25.8% | -18.0% |
| 3M | -8.2% | +20.6% | -28.7% | -16.8% |
| 6M | +13.1% | +2.1% | +11.0% | +10.0% |
| YTD | -15.6% | -2.6% | -13.0% | -16.0% |
| 1Y | +1.4% | -8.7% | +10.1% | +2.1% |
| All | -8.2% | -7.8% | -0.4% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling