-22.5%
AAL vs CRL
+701.4%
-723.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.6% |
| 7D | +10.1% | -1.7% | +11.8% | +10.5% |
| 30D | +10.6% | +14.6% | -4.0% | +2.6% |
| 3M | -5.9% | +24.8% | -30.8% | -16.7% |
| 6M | +5.7% | +94.7% | -89.0% | -25.6% |
| YTD | -8.0% | +73.4% | -81.3% | -32.5% |
| 1Y | +6.0% | +104.7% | -98.6% | -28.4% |
| 3Y | +19.6% | +101.1% | -81.5% | -24.9% |
| 5Y | -34.6% | -10.8% | -23.8% | -41.2% |
| 10Y | -65.5% | +358.8% | -424.3% | -89.3% |
| All | -22.5% | +701.4% | -723.8% | -84.9% |
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 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