-35.2%
AAL vs CMS
+36.3%
-71.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.5% |
| 7D | -0.1% | +1.7% | -1.8% | -0.5% |
| 30D | +11.7% | +6.2% | +5.5% | +10.2% |
| 3M | -12.5% | +0.6% | -13.2% | -12.7% |
| 6M | +3.6% | -1.8% | +5.4% | +3.9% |
| YTD | -14.1% | +3.8% | -17.9% | -15.0% |
| 1Y | +0.8% | -1.8% | +2.5% | +1.0% |
| 3Y | +11.8% | +39.8% | -28.0% | +1.6% |
| All | -35.2% | +36.3% | -71.5% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling