-65.1%
AAL vs CHRW
+170.5%
-235.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.3% | +4.1% | -5.4% | -2.7% |
| 30D | -13.7% | +1.9% | -15.6% | -14.4% |
| 3M | -8.2% | -21.2% | +13.0% | -2.0% |
| 6M | +13.1% | -16.7% | +29.8% | +17.7% |
| YTD | -15.6% | -5.4% | -10.2% | -17.0% |
| 1Y | +1.4% | +21.2% | -19.8% | -10.4% |
| 3Y | -7.4% | +86.5% | -93.9% | -33.4% |
| 5Y | -35.9% | +93.0% | -129.0% | -56.1% |
| 10Y | -65.1% | +174.5% | -239.6% | -80.8% |
| All | -65.1% | +170.5% | -235.7% | -80.8% |
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