+27.6%
AAL vs CARR
+441.9%
-414.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.7% |
| 7D | -3.7% | +1.6% | -5.3% | -4.5% |
| 30D | -20.8% | -8.7% | -12.1% | -16.9% |
| 3M | -1.3% | -12.6% | +11.3% | +5.4% |
| 6M | +5.4% | -1.5% | +6.9% | +4.7% |
| YTD | -14.4% | +14.3% | -28.7% | -21.6% |
| 1Y | +2.1% | -4.6% | +6.7% | +2.6% |
| 3Y | -10.6% | +7.3% | -17.9% | -17.3% |
| 5Y | -32.2% | +11.6% | -43.9% | -41.0% |
| All | +27.6% | +441.9% | -414.3% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling