-32.6%
AAL vs CHTR
-81.7%
+49.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.1% |
| 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% | -13.6% |
| 6M | +17.8% | -35.0% | +52.9% | +29.6% |
| YTD | -15.1% | -30.2% | +15.0% | -9.6% |
| 1Y | +0.5% | -44.8% | +45.2% | +16.6% |
| 3Y | -7.7% | -66.6% | +58.9% | +25.5% |
| All | -32.6% | -81.7% | +49.0% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling