-27.8%
AAL vs CAH
+787.4%
-815.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -3.7% | +5.4% | -9.1% | -6.9% |
| 30D | -20.8% | +3.3% | -24.1% | -22.5% |
| 3M | -1.3% | +22.8% | -24.1% | -13.2% |
| 6M | +5.4% | +11.3% | -5.9% | -2.2% |
| YTD | -14.4% | +21.1% | -35.5% | -25.6% |
| 1Y | +2.1% | +67.2% | -65.1% | -29.2% |
| 3Y | -10.6% | +195.6% | -206.2% | -60.0% |
| 5Y | -32.2% | +413.8% | -446.1% | -79.9% |
| 10Y | -62.7% | +309.6% | -372.3% | -88.9% |
| All | -27.8% | +787.4% | -815.2% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling