-32.6%
AAL vs CMG
-4.8%
-27.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | -0.9% | -2.1% | +1.1% | +0.1% |
| 30D | -12.9% | +10.9% | -23.8% | -17.6% |
| 3M | -11.2% | +15.8% | -27.0% | -19.5% |
| 6M | +17.8% | +6.9% | +10.9% | +11.1% |
| YTD | -15.1% | -2.2% | -13.0% | -15.9% |
| 1Y | +0.5% | -7.1% | +7.5% | +0.3% |
| 3Y | -7.7% | -7.1% | -0.5% | -14.1% |
| All | -32.6% | -4.8% | -27.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling