-65.2%
AAL vs CRS
+1,409.1%
-1,474.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | -0.9% | -4.1% | +3.2% | +1.1% |
| 30D | -16.0% | -16.6% | +0.6% | -8.3% |
| 3M | -4.2% | -14.3% | +10.0% | +2.2% |
| 6M | +15.7% | +11.6% | +4.1% | +7.8% |
| YTD | -16.2% | +42.6% | -58.8% | -31.6% |
| 1Y | +0.2% | +81.8% | -81.6% | -28.8% |
| 3Y | -8.1% | +632.1% | -640.1% | -70.6% |
| 5Y | -32.2% | +1,401.6% | -1,433.8% | -86.4% |
| All | -65.2% | +1,409.1% | -1,474.3% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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