-32.2%
AAL vs CARR
+6.4%
-38.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.6% |
| 7D | -0.9% | -4.1% | +3.2% | +1.6% |
| 30D | -16.0% | -11.0% | -5.0% | -10.0% |
| 3M | -4.2% | -16.4% | +12.1% | +5.8% |
| 6M | +15.7% | -2.4% | +18.0% | +14.7% |
| YTD | -16.2% | +8.4% | -24.6% | -22.4% |
| 1Y | +0.2% | -8.0% | +8.2% | +2.5% |
| 3Y | -8.1% | +0.6% | -8.7% | -14.7% |
| 5Y | -32.2% | +7.7% | -39.9% | -48.3% |
| All | -32.2% | +6.4% | -38.6% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling