-32.8%
AAL vs CHRW
+83.1%
-115.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.4% |
| 30D | -20.8% | -3.5% | -17.3% | -20.1% |
| 3M | -1.3% | -19.4% | +18.1% | +3.1% |
| 6M | +5.4% | -21.4% | +26.7% | +10.5% |
| YTD | -14.4% | -7.1% | -7.2% | -15.2% |
| 1Y | +2.1% | +17.8% | -15.7% | -6.9% |
| 3Y | -10.6% | +78.8% | -89.3% | -30.3% |
| All | -32.8% | +83.1% | -115.9% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling