-68.6%
AAL vs CAH
+418.0%
-486.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.5% |
| 7D | -0.1% | +3.5% | -3.5% | -1.4% |
| 30D | +11.7% | +13.5% | -1.8% | +6.5% |
| 3M | -12.5% | +21.8% | -34.4% | -19.1% |
| 6M | +3.6% | +51.5% | -47.9% | -12.0% |
| YTD | -14.1% | +38.1% | -52.2% | -25.1% |
| 1Y | +0.8% | +37.7% | -36.9% | -12.1% |
| 3Y | +11.8% | +179.6% | -167.8% | -30.9% |
| 5Y | -35.1% | +504.9% | -540.0% | -72.7% |
| All | -68.6% | +418.0% | -486.6% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling