-27.8%
AAL vs CHD
+1,308.9%
-1,336.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -3.7% | -2.7% | -1.1% | -2.4% |
| 30D | -20.8% | -4.6% | -16.2% | -18.9% |
| 3M | -1.3% | +5.0% | -6.3% | -3.9% |
| 6M | +5.4% | -3.2% | +8.6% | +6.9% |
| YTD | -14.4% | +18.6% | -33.0% | -22.3% |
| 1Y | +2.1% | +4.8% | -2.7% | -1.7% |
| 3Y | -10.6% | +6.1% | -16.7% | -17.4% |
| 5Y | -32.2% | +24.0% | -56.2% | -45.4% |
| 10Y | -62.7% | +124.5% | -187.2% | -85.2% |
| All | -27.8% | +1,308.9% | -1,336.7% | -94.8% |
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