-40.8%
AAL vs CRL
-10.4%
-30.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | -0.8% |
| 7D | +4.6% | -6.1% | +10.7% | +6.4% |
| 30D | +2.6% | +12.4% | -9.8% | -2.6% |
| 3M | -17.8% | +27.1% | -44.9% | -25.8% |
| 6M | +1.9% | +85.7% | -83.9% | -21.5% |
| YTD | -14.0% | +69.2% | -83.2% | -32.0% |
| 1Y | +0.2% | +97.5% | -97.3% | -25.5% |
| 3Y | +13.0% | +86.1% | -73.1% | -19.7% |
| All | -40.8% | -10.4% | -30.4% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling