-22.5%
AAL vs CHD
+1,497.7%
-1,520.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +10.1% | +2.4% | +7.7% | +8.8% |
| 30D | +10.6% | +13.9% | -3.3% | +3.5% |
| 3M | -5.9% | +8.5% | -14.5% | -9.8% |
| 6M | +5.7% | +20.4% | -14.7% | -4.1% |
| YTD | -8.0% | +34.5% | -42.5% | -21.7% |
| 1Y | +6.0% | +33.8% | -27.7% | -9.7% |
| 3Y | +19.6% | +29.1% | -9.6% | +0.1% |
| 5Y | -34.6% | +31.2% | -65.8% | -48.1% |
| 10Y | -65.5% | +193.1% | -258.6% | -88.8% |
| All | -22.5% | +1,497.7% | -1,520.2% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling