-40.8%
AAL vs CASY
+250.1%
-290.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +4.6% | +1.1% | +3.5% | +4.3% |
| 30D | +2.6% | +8.7% | -6.1% | +0.3% |
| 3M | -17.8% | -17.3% | -0.5% | -14.1% |
| 6M | +1.9% | -19.7% | +21.6% | +5.9% |
| YTD | -14.0% | +24.8% | -38.9% | -25.8% |
| 1Y | +0.2% | +31.9% | -31.7% | -15.6% |
| 3Y | +13.0% | +155.4% | -142.3% | -33.5% |
| All | -40.8% | +250.1% | -290.9% | -72.6% |
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