-53.8%
AAL vs CMG
+3,820.0%
-3,873.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.1% | +2.5% | -2.5% | -1.1% |
| 30D | +11.7% | +15.6% | -3.9% | +4.2% |
| 3M | -12.5% | +8.2% | -20.7% | -16.6% |
| 6M | +3.6% | +9.9% | -6.3% | -3.3% |
| YTD | -14.1% | -4.6% | -9.4% | -14.3% |
| 1Y | +0.8% | +12.4% | -11.7% | -7.3% |
| 3Y | +11.8% | -18.0% | +29.8% | +15.0% |
| 5Y | -35.1% | -5.3% | -29.8% | -38.5% |
| 10Y | -68.3% | +344.2% | -412.5% | -87.5% |
| All | -53.8% | +3,820.0% | -3,873.8% | -95.6% |
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