-66.4%
AAL vs CHD
+192.7%
-259.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +3.4% | 0.0% | +3.5% | +3.4% |
| 30D | +11.7% | +12.2% | -0.4% | +11.1% |
| 3M | -7.8% | +9.3% | -17.1% | -8.2% |
| 6M | +10.2% | +24.3% | -14.0% | +9.2% |
| YTD | -8.0% | +34.9% | -42.9% | -9.1% |
| 1Y | +8.5% | +32.7% | -24.2% | +7.3% |
| 3Y | +19.5% | +29.4% | -9.9% | +18.1% |
| 5Y | -33.9% | +31.7% | -65.6% | -35.2% |
| All | -66.4% | +192.7% | -259.1% | -71.5% |
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