-64.8%
AAL vs CMI
+516.5%
-581.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.3% |
| 30D | -12.9% | -12.4% | -0.5% | -2.4% |
| 3M | -11.2% | -14.8% | +3.6% | 0.0% |
| 6M | +17.8% | +0.8% | +17.0% | +11.7% |
| YTD | -15.1% | +10.2% | -25.3% | -27.4% |
| 1Y | +0.5% | +37.4% | -37.0% | -30.7% |
| 3Y | -7.7% | +153.3% | -160.9% | -65.5% |
| 5Y | -31.3% | +167.6% | -198.9% | -76.3% |
| All | -64.8% | +516.5% | -581.3% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling