-54.6%
AAL vs CMG
+3,903.3%
-3,958.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.4% |
| 7D | -1.3% | -6.5% | +5.2% | +1.8% |
| 30D | -13.7% | +12.1% | -25.8% | -18.5% |
| 3M | -8.2% | +20.6% | -28.7% | -17.2% |
| 6M | +13.1% | +2.1% | +11.0% | +9.9% |
| YTD | -15.6% | -2.6% | -13.0% | -16.0% |
| 1Y | +1.4% | -8.7% | +10.1% | +2.3% |
| 3Y | -7.4% | -7.4% | -0.1% | -9.7% |
| 5Y | -35.9% | -5.7% | -30.3% | -38.9% |
| 10Y | -65.1% | +322.3% | -387.5% | -85.8% |
| All | -54.6% | +3,903.3% | -3,958.0% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling