-66.0%
AAL vs CNH
+152.9%
-218.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +1.7% |
| 7D | -0.3% | +8.8% | -9.1% | -5.8% |
| 30D | -19.0% | +24.7% | -43.7% | -30.3% |
| 3M | -5.1% | +27.3% | -32.4% | -19.8% |
| 6M | +15.5% | +23.2% | -7.7% | -2.0% |
| YTD | -15.8% | +48.9% | -64.7% | -37.2% |
| 1Y | -0.3% | +19.4% | -19.7% | -14.9% |
| 3Y | -7.7% | +7.8% | -15.4% | -18.8% |
| 5Y | -32.5% | +8.7% | -41.2% | -43.5% |
| 10Y | -66.0% | +149.5% | -215.5% | -82.3% |
| All | -66.0% | +152.9% | -218.9% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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