-27.8%
AAL vs CHRW
+660.9%
-688.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.6% |
| 7D | -3.7% | -1.4% | -2.3% | -2.9% |
| 30D | -20.8% | -3.5% | -17.3% | -19.3% |
| 3M | -1.3% | -19.4% | +18.1% | +8.8% |
| 6M | +5.4% | -21.4% | +26.7% | +16.9% |
| YTD | -14.4% | -7.1% | -7.2% | -16.1% |
| 1Y | +2.1% | +17.8% | -15.7% | -16.6% |
| 3Y | -10.6% | +78.8% | -89.3% | -48.4% |
| 5Y | -32.2% | +83.5% | -115.7% | -64.4% |
| 10Y | -62.7% | +160.2% | -223.0% | -86.7% |
| All | -27.8% | +660.9% | -688.7% | -87.3% |
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 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