+0.2%
AAL vs CASY
+32.0%
-31.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +4.6% | +1.1% | +3.5% | +4.7% |
| 30D | +2.6% | +8.7% | -6.1% | +3.4% |
| 3M | -17.8% | -17.3% | -0.5% | -19.1% |
| 6M | +1.9% | -19.7% | +21.6% | +3.9% |
| YTD | -14.0% | +24.8% | -38.9% | -26.8% |
| 1Y | +0.2% | +31.9% | -31.7% | -15.4% |
| All | +0.2% | +32.0% | -31.8% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling