-29.4%
AAL vs CRH
+534.9%
-564.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.5% |
| 7D | -0.9% | -4.8% | +3.8% | +2.1% |
| 30D | -16.0% | -13.1% | -2.8% | -8.2% |
| 3M | -4.2% | -12.0% | +7.7% | +3.9% |
| 6M | +15.7% | -16.9% | +32.5% | +29.9% |
| YTD | -16.2% | -29.0% | +12.8% | +3.5% |
| 1Y | +0.2% | -20.3% | +20.6% | +14.6% |
| 3Y | -8.1% | +69.2% | -77.3% | -35.7% |
| 5Y | -32.2% | +94.6% | -126.8% | -56.9% |
| 10Y | -65.4% | +250.3% | -315.7% | -84.8% |
| All | -29.4% | +534.9% | -564.2% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 all: compounded portfolio wealth divided by compounded CRH 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…
all analysis · Full analysis span regression · 6 months rolling