-65.4%
AAL vs CRL
+400.8%
-466.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.7% | +2.7% | +5.7% |
| 7D | +8.3% | +4.4% | +3.9% | +6.2% |
| 30D | +11.0% | +17.1% | -6.1% | +3.8% |
| 3M | -11.2% | +32.1% | -43.3% | -21.1% |
| 6M | +6.1% | +98.9% | -92.9% | -20.4% |
| YTD | -7.6% | +77.1% | -84.8% | -28.3% |
| 1Y | +3.7% | +110.3% | -106.5% | -24.8% |
| 3Y | +20.5% | +108.5% | -88.0% | -17.4% |
| 5Y | -36.4% | -7.9% | -28.5% | -42.9% |
| 10Y | -65.4% | +368.9% | -434.4% | -83.8% |
| All | -65.4% | +400.8% | -466.3% | -83.8% |
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