+0.8%
AAL vs CAI
-6.2%
+7.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | -0.5% |
| 7D | -0.1% | -8.7% | +8.6% | +1.2% |
| 30D | +11.7% | -23.8% | +35.6% | +15.6% |
| 3M | -12.5% | +3.9% | -16.4% | -13.7% |
| 6M | +3.6% | +56.8% | -53.2% | -6.0% |
| YTD | -14.1% | -14.6% | +0.5% | -15.5% |
| 1Y | +0.8% | -5.2% | +6.0% | -1.8% |
| All | +0.8% | -6.2% | +7.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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