-29.0%
AAL vs CNI
+933.0%
-962.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -0.3% | +1.9% | -2.3% | -2.1% |
| 30D | -19.0% | -3.0% | -16.0% | -16.6% |
| 3M | -5.1% | +2.2% | -7.2% | -7.8% |
| 6M | +15.5% | +16.3% | -0.8% | -1.2% |
| YTD | -15.8% | +25.7% | -41.4% | -33.6% |
| 1Y | -0.3% | +30.4% | -30.7% | -24.6% |
| 3Y | -7.7% | +20.4% | -28.1% | -25.6% |
| 5Y | -32.5% | +10.4% | -42.9% | -42.5% |
| 10Y | -66.0% | +126.9% | -192.9% | -86.8% |
| All | -29.0% | +933.0% | -962.0% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling