-32.2%
AAL vs CNI
+11.3%
-43.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.1% |
| 30D | -16.0% | -3.5% | -12.4% | -13.8% |
| 3M | -4.2% | +2.2% | -6.5% | -6.5% |
| 6M | +15.7% | +15.1% | +0.6% | +3.3% |
| YTD | -16.2% | +24.7% | -40.9% | -29.9% |
| 1Y | +0.2% | +33.4% | -33.1% | -20.8% |
| 3Y | -8.1% | +19.5% | -27.6% | -21.7% |
| 5Y | -32.2% | +12.6% | -44.7% | -36.9% |
| All | -32.2% | +11.3% | -43.5% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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