-35.2%
AAL vs CASY
+266.7%
-301.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.2% |
| 7D | -0.1% | +3.6% | -3.6% | -0.9% |
| 30D | +11.7% | +9.1% | +2.7% | +9.3% |
| 3M | -12.5% | -16.5% | +4.0% | -8.7% |
| 6M | +3.6% | -19.7% | +23.3% | +8.5% |
| YTD | -14.1% | +29.3% | -43.4% | -26.4% |
| 1Y | +0.8% | +33.1% | -32.4% | -14.9% |
| 3Y | +11.8% | +158.5% | -146.7% | -33.7% |
| All | -35.2% | +266.7% | -301.8% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling