-27.6%
AAL vs CHRW
+545.9%
-573.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +3.3% |
| 7D | +4.6% | +0.6% | +4.0% | +4.2% |
| 30D | +2.6% | -7.3% | +9.9% | +6.5% |
| 3M | -17.8% | -14.2% | -3.6% | -11.6% |
| 6M | +1.9% | -25.1% | +26.9% | +14.6% |
| YTD | -14.0% | -21.2% | +7.1% | -8.7% |
| 1Y | +0.2% | -14.2% | +14.4% | +0.6% |
| 3Y | +13.0% | +63.5% | -50.5% | -32.6% |
| 5Y | -39.6% | +49.6% | -89.2% | -64.2% |
| 10Y | -65.7% | +129.4% | -195.1% | -87.1% |
| All | -27.6% | +545.9% | -573.5% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling