-7.7%
AAL vs CHD
+4.0%
-11.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.5% |
| 7D | -0.3% | -2.9% | +2.6% | 0.0% |
| 30D | -19.0% | -6.2% | -12.8% | -18.5% |
| 3M | -5.1% | +1.6% | -6.6% | -5.1% |
| 6M | +15.5% | -3.5% | +19.0% | +15.4% |
| YTD | -15.8% | +16.2% | -32.0% | -15.9% |
| 1Y | -0.3% | +3.4% | -3.7% | -0.4% |
| 3Y | -7.7% | +4.6% | -12.3% | -5.4% |
| All | -7.7% | +4.0% | -11.6% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling