-65.4%
AAL vs CHRW
+131.6%
-197.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +6.5% |
| 7D | +8.3% | +0.2% | +8.0% | +8.2% |
| 30D | +11.0% | -9.4% | +20.3% | +14.4% |
| 3M | -11.2% | -13.3% | +2.1% | -7.6% |
| 6M | +6.1% | -24.2% | +30.2% | +13.1% |
| YTD | -7.6% | -18.9% | +11.2% | -5.0% |
| 1Y | +3.7% | -12.4% | +16.1% | +3.5% |
| 3Y | +20.5% | +72.2% | -51.7% | -11.8% |
| 5Y | -36.4% | +53.4% | -89.8% | -52.4% |
| 10Y | -65.4% | +127.0% | -192.4% | -78.5% |
| All | -65.4% | +131.6% | -197.1% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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