+0.9%
AAL vs CART
+39.2%
-38.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.5% |
| 7D | +2.9% | +1.2% | +1.7% | +2.8% |
| 30D | +6.5% | +17.8% | -11.3% | +3.9% |
| 3M | -10.9% | +20.7% | -31.6% | -13.5% |
| 6M | +4.9% | +49.7% | -44.8% | -1.5% |
| YTD | -13.2% | +30.0% | -43.2% | -17.3% |
| 1Y | -1.1% | +48.4% | -49.5% | -8.0% |
| 3Y | +12.8% | +132.0% | -119.2% | -4.6% |
| All | +0.9% | +39.2% | -38.3% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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