-0.1%
AAL vs CART
+38.4%
-38.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | +4.6% | +3.0% | +1.6% | +4.2% |
| 30D | +2.6% | +28.6% | -26.0% | -1.3% |
| 3M | -17.8% | +29.1% | -46.8% | -21.1% |
| 6M | +1.9% | +44.7% | -42.9% | -4.0% |
| YTD | -14.0% | +29.2% | -43.2% | -18.1% |
| 1Y | +0.2% | +66.2% | -65.9% | -8.5% |
| 3Y | +13.0% | +112.8% | -99.8% | -4.0% |
| All | -0.1% | +38.4% | -38.5% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling