-64.8%
AAL vs CHTR
-44.7%
-20.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | 0.0% |
| 7D | -0.9% | -4.1% | +3.2% | +0.2% |
| 30D | -12.9% | -3.0% | -9.9% | -12.5% |
| 3M | -11.2% | +4.8% | -16.0% | -13.8% |
| 6M | +17.8% | -35.0% | +52.9% | +30.4% |
| YTD | -15.1% | -30.2% | +15.0% | -9.0% |
| 1Y | +0.5% | -44.8% | +45.2% | +17.3% |
| 3Y | -7.7% | -66.6% | +58.9% | +24.8% |
| 5Y | -31.3% | -81.5% | +50.1% | +13.2% |
| All | -64.8% | -44.7% | -20.1% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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