-22.2%
AAL vs CASY
+3,706.1%
-3,728.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.8% | +7.1% |
| 7D | +8.3% | +3.6% | +4.7% | +6.3% |
| 30D | +11.0% | +7.2% | +3.8% | +6.8% |
| 3M | -11.2% | -16.9% | +5.8% | -4.1% |
| 6M | +6.1% | -19.3% | +25.4% | +12.0% |
| YTD | -7.6% | +25.6% | -33.3% | -24.0% |
| 1Y | +3.7% | +30.2% | -26.4% | -16.6% |
| 3Y | +20.5% | +154.9% | -134.4% | -36.8% |
| 5Y | -36.4% | +252.1% | -288.5% | -72.9% |
| 10Y | -65.4% | +535.8% | -601.3% | -90.1% |
| All | -22.2% | +3,706.1% | -3,728.3% | -94.2% |
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