-27.8%
AAL vs CRS
+2,221.7%
-2,249.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -20.8% | -16.6% | -4.2% | -13.5% |
| 3M | -1.3% | -3.5% | +2.2% | -0.6% |
| 6M | +5.4% | +15.4% | -10.1% | -3.4% |
| YTD | -14.4% | +51.2% | -65.5% | -32.2% |
| 1Y | +2.1% | +98.3% | -96.2% | -30.8% |
| 3Y | -10.6% | +651.5% | -662.1% | -71.6% |
| 5Y | -32.2% | +1,411.1% | -1,443.3% | -86.0% |
| 10Y | -62.7% | +1,424.3% | -1,487.1% | -93.4% |
| All | -27.8% | +2,221.7% | -2,249.6% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling