-27.8%
AAL vs CRL
+568.6%
-596.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.0% |
| 7D | -3.7% | -1.0% | -2.7% | -3.3% |
| 30D | -20.8% | +10.7% | -31.5% | -24.8% |
| 3M | -1.3% | +55.3% | -56.6% | -20.9% |
| 6M | +5.4% | +60.7% | -55.3% | -18.3% |
| YTD | -14.4% | +44.6% | -59.0% | -30.6% |
| 1Y | +2.1% | +77.7% | -75.6% | -26.0% |
| 3Y | -10.6% | +37.6% | -48.2% | -31.8% |
| 5Y | -32.2% | -35.8% | +3.6% | -28.1% |
| 10Y | -62.7% | +241.7% | -304.5% | -86.3% |
| All | -27.8% | +568.6% | -596.4% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling