+19.4%
AAL vs CHYM
-23.3%
+42.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.9% | -2.3% | +1.3% | -0.5% |
| 30D | -12.9% | +4.4% | -17.3% | -13.8% |
| 3M | -11.2% | +91.3% | -102.5% | -25.5% |
| 6M | +17.8% | +44.0% | -26.1% | +4.9% |
| YTD | -15.1% | +31.1% | -46.2% | -23.3% |
| 1Y | +0.5% | +37.8% | -37.4% | -13.6% |
| All | +19.4% | -23.3% | +42.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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