-34.4%
AAL vs CAH
+511.5%
-545.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.9% | -5.7% |
| 7D | +2.9% | +3.9% | -0.9% | +2.0% |
| 30D | +6.5% | +16.0% | -9.5% | +2.6% |
| 3M | -10.9% | +19.1% | -29.9% | -14.7% |
| 6M | +4.9% | +53.0% | -48.2% | -5.7% |
| YTD | -13.2% | +36.6% | -49.8% | -20.2% |
| 1Y | -1.1% | +37.4% | -38.5% | -9.3% |
| 3Y | +12.8% | +178.8% | -166.0% | -23.8% |
| 5Y | -34.4% | +498.6% | -533.0% | -76.9% |
| All | -34.4% | +511.5% | -545.9% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling