-66.0%
AAL vs CASY
+549.1%
-615.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.4% |
| 7D | -0.3% | -4.4% | +4.0% | +1.5% |
| 30D | -19.0% | -12.0% | -7.0% | -15.0% |
| 3M | -5.1% | -2.3% | -2.7% | -7.6% |
| 6M | +15.5% | +10.5% | +4.9% | +5.1% |
| YTD | -15.8% | +33.0% | -48.8% | -30.0% |
| 1Y | -0.3% | +41.1% | -41.4% | -20.1% |
| 3Y | -7.7% | +207.5% | -215.2% | -53.0% |
| 5Y | -32.5% | +290.7% | -323.2% | -70.4% |
| 10Y | -66.0% | +556.5% | -622.4% | -88.4% |
| All | -66.0% | +549.1% | -615.0% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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