-66.0%
AAL vs CMS
+137.8%
-203.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +3.4% | -1.1% | +4.6% | +3.8% |
| 30D | +11.7% | +6.6% | +5.2% | +9.8% |
| 3M | -7.8% | +0.8% | -8.6% | -8.0% |
| 6M | +10.2% | -3.3% | +13.6% | +11.1% |
| YTD | -8.0% | +2.7% | -10.7% | -9.0% |
| 1Y | +8.5% | -4.0% | +12.6% | +9.4% |
| 3Y | +19.5% | +37.6% | -18.1% | +8.0% |
| 5Y | -33.9% | +35.4% | -69.3% | -40.7% |
| 10Y | -66.0% | +136.0% | -202.0% | -69.5% |
| All | -66.0% | +137.8% | -203.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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