+13.0%
AAL vs CAH
+177.6%
-164.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.9% | -5.6% |
| 7D | +2.9% | +3.9% | -0.9% | +2.8% |
| 30D | +6.5% | +16.0% | -9.5% | +6.0% |
| 3M | -10.9% | +19.1% | -29.9% | -11.3% |
| 6M | +4.9% | +53.0% | -48.2% | +4.4% |
| YTD | -13.2% | +36.6% | -49.8% | -13.4% |
| 1Y | -1.1% | +37.4% | -38.5% | -1.3% |
| All | +13.0% | +177.6% | -164.6% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling