-66.0%
AAL vs CRL
+241.6%
-307.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.7% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -19.0% | +5.0% | -24.0% | -20.7% |
| 3M | -5.1% | +50.6% | -55.7% | -19.5% |
| 6M | +15.5% | +60.9% | -45.5% | -5.8% |
| YTD | -15.8% | +40.7% | -56.5% | -27.9% |
| 1Y | -0.3% | +73.3% | -73.6% | -22.0% |
| 3Y | -7.7% | +40.6% | -48.2% | -26.0% |
| 5Y | -32.5% | -37.0% | +4.5% | -29.8% |
| 10Y | -66.0% | +244.3% | -310.2% | -83.2% |
| All | -66.0% | +241.6% | -307.6% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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