-27.8%
AAL vs CMS
+706.4%
-734.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | -3.7% | +0.4% | -4.1% | -4.0% |
| 30D | -20.8% | -3.6% | -17.2% | -18.9% |
| 3M | -1.3% | -1.9% | +0.6% | -0.4% |
| 6M | +5.4% | -11.0% | +16.3% | +13.2% |
| YTD | -14.4% | +0.2% | -14.5% | -15.4% |
| 1Y | +2.1% | -1.3% | +3.4% | +1.6% |
| 3Y | -10.6% | +35.9% | -46.5% | -30.6% |
| 5Y | -32.2% | +23.1% | -55.3% | -46.0% |
| 10Y | -62.7% | +117.9% | -180.6% | -84.2% |
| All | -27.8% | +706.4% | -734.2% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling