-0.2%
AAL vs CART
+40.2%
-40.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | +11.7% | +19.2% | -7.5% | +8.8% |
| 3M | -12.5% | +17.6% | -30.1% | -14.8% |
| 6M | +3.6% | +47.4% | -43.7% | -2.5% |
| YTD | -14.1% | +30.9% | -45.0% | -18.3% |
| 1Y | +0.8% | +46.0% | -45.2% | -5.9% |
| 3Y | +11.8% | +130.3% | -118.5% | -5.5% |
| All | -0.2% | +40.2% | -40.3% | -14.2% |
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 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