+26.4%
AAL vs CARR
+421.5%
-395.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | -0.9% | -3.8% | +2.9% | +1.1% |
| 30D | -12.9% | -8.9% | -4.0% | -8.6% |
| 3M | -11.2% | -17.3% | +6.1% | -2.5% |
| 6M | +17.8% | -1.4% | +19.2% | +16.8% |
| YTD | -15.1% | +10.0% | -25.1% | -20.8% |
| 1Y | +0.5% | -6.4% | +6.8% | +1.9% |
| 3Y | -7.7% | +1.5% | -9.2% | -12.1% |
| 5Y | -31.3% | +9.3% | -40.6% | -39.5% |
| All | +26.4% | +421.5% | -395.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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