-65.2%
AAL vs CHD
+125.6%
-190.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -0.9% | -4.7% | +3.8% | -0.7% |
| 30D | -16.0% | -8.3% | -7.6% | -15.6% |
| 3M | -4.2% | -4.0% | -0.2% | -4.0% |
| 6M | +15.7% | -6.5% | +22.2% | +15.9% |
| YTD | -16.2% | +13.1% | -29.3% | -16.4% |
| 1Y | +0.2% | +2.3% | -2.1% | +0.2% |
| 3Y | -8.1% | +1.8% | -9.9% | -8.2% |
| 5Y | -32.2% | +20.6% | -52.8% | -32.9% |
| All | -65.2% | +125.6% | -190.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling