+2.1%
AAL vs CAH
+65.8%
-63.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -3.7% | +5.4% | -9.1% | -4.1% |
| 30D | -20.8% | +3.3% | -24.1% | -21.0% |
| 3M | -1.3% | +22.8% | -24.1% | -1.6% |
| 6M | +5.4% | +11.3% | -5.9% | +5.1% |
| YTD | -14.4% | +21.1% | -35.5% | -13.8% |
| 1Y | +2.1% | +67.2% | -65.1% | -1.8% |
| All | +2.1% | +65.8% | -63.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling