-68.3%
AAL vs CHRW
+128.5%
-196.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | +2.9% | +4.7% | -1.8% | +1.3% |
| 30D | +6.5% | -2.6% | +9.1% | +7.1% |
| 3M | -10.9% | -8.0% | -2.9% | -9.2% |
| 6M | +4.9% | -19.0% | +23.9% | +9.3% |
| YTD | -13.2% | -15.5% | +2.3% | -12.0% |
| 1Y | -1.1% | -10.8% | +9.7% | -1.8% |
| 3Y | +12.8% | +79.8% | -67.0% | -18.7% |
| 5Y | -34.4% | +59.3% | -93.7% | -51.5% |
| All | -68.3% | +128.5% | -196.8% | -80.3% |
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