+13.0%
AAL vs CASY
+154.1%
-141.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +4.6% | +1.1% | +3.5% | +4.5% |
| 30D | +2.6% | +8.7% | -6.1% | +1.6% |
| 3M | -17.8% | -17.3% | -0.5% | -16.0% |
| 6M | +1.9% | -19.7% | +21.6% | +4.5% |
| YTD | -14.0% | +24.8% | -38.9% | -23.1% |
| 1Y | +0.2% | +31.9% | -31.7% | -12.0% |
| 3Y | +13.0% | +155.4% | -142.3% | -21.8% |
| All | +13.0% | +154.1% | -141.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling