-27.8%
AAL vs CASY
+4,053.8%
-4,081.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | -20.8% | -11.3% | -9.5% | -16.1% |
| 3M | -1.3% | -0.6% | -0.6% | -5.1% |
| 6M | +5.4% | +10.7% | -5.3% | -5.2% |
| YTD | -14.4% | +37.1% | -51.5% | -31.7% |
| 1Y | +2.1% | +52.3% | -50.2% | -23.8% |
| 3Y | -10.6% | +215.2% | -225.7% | -58.0% |
| 5Y | -32.2% | +276.5% | -308.7% | -71.7% |
| 10Y | -62.7% | +508.4% | -571.1% | -88.9% |
| All | -27.8% | +4,053.8% | -4,081.7% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling