-65.4%
AAL vs CNH
+134.0%
-199.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.9% | -3.5% | +0.8% |
| 7D | +8.3% | +8.6% | -0.3% | +3.0% |
| 30D | +11.0% | +12.6% | -1.6% | +3.0% |
| 3M | -11.2% | +17.5% | -28.7% | -21.6% |
| 6M | +6.1% | +18.1% | -12.0% | -8.0% |
| YTD | -7.6% | +40.4% | -48.0% | -29.5% |
| 1Y | +3.7% | +34.0% | -30.3% | -18.8% |
| 3Y | +20.5% | +35.3% | -14.8% | -9.6% |
| 5Y | -36.4% | -5.1% | -31.3% | -42.3% |
| 10Y | -65.4% | +124.0% | -189.5% | -80.2% |
| All | -65.4% | +134.0% | -199.4% | -80.2% |
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