-29.0%
AAL vs CMI
+3,925.7%
-3,954.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -0.3% | +1.9% | -2.2% | -1.6% |
| 30D | -19.0% | -12.5% | -6.5% | -11.3% |
| 3M | -5.1% | -16.2% | +11.1% | +5.9% |
| 6M | +15.5% | +4.9% | +10.6% | +9.0% |
| YTD | -15.8% | +11.1% | -26.9% | -24.4% |
| 1Y | -0.3% | +43.4% | -43.7% | -25.3% |
| 3Y | -7.7% | +154.1% | -161.7% | -53.4% |
| 5Y | -32.5% | +169.5% | -202.0% | -67.3% |
| 10Y | -66.0% | +503.8% | -569.7% | -89.8% |
| All | -29.0% | +3,925.7% | -3,954.8% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling