-32.8%
AAL vs CASY
+276.6%
-309.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | -11.3% | -9.5% | -18.3% |
| 3M | -1.3% | -0.6% | -0.6% | -3.9% |
| 6M | +5.4% | +10.7% | -5.3% | -2.5% |
| YTD | -14.4% | +37.1% | -51.5% | -27.6% |
| 1Y | +2.1% | +52.3% | -50.2% | -18.0% |
| 3Y | -10.6% | +215.2% | -225.7% | -52.1% |
| All | -32.8% | +276.6% | -309.4% | -69.3% |
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