-22.5%
AAL vs CMS
+728.6%
-751.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +10.1% | +0.5% | +9.6% | +9.8% |
| 30D | +10.6% | +7.4% | +3.2% | +5.4% |
| 3M | -5.9% | +1.9% | -7.8% | -7.2% |
| 6M | +5.7% | -2.3% | +8.0% | +6.7% |
| YTD | -8.0% | +3.0% | -10.9% | -10.8% |
| 1Y | +6.0% | -2.8% | +8.8% | +6.6% |
| 3Y | +19.6% | +37.9% | -18.3% | -7.8% |
| 5Y | -34.6% | +34.0% | -68.5% | -50.8% |
| 10Y | -65.5% | +138.1% | -203.6% | -86.4% |
| All | -22.5% | +728.6% | -751.1% | -93.6% |
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