-64.8%
AAL vs CTAS
+687.6%
-752.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.2% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | -12.9% | -0.7% | -12.1% | -12.6% |
| 3M | -11.2% | +11.1% | -22.3% | -18.7% |
| 6M | +17.8% | +2.1% | +15.7% | +14.1% |
| YTD | -15.1% | +8.0% | -23.1% | -21.3% |
| 1Y | +0.5% | -0.5% | +0.9% | -1.5% |
| 3Y | -7.7% | +66.2% | -73.9% | -40.4% |
| 5Y | -31.3% | +109.2% | -140.5% | -63.2% |
| All | -64.8% | +687.6% | -752.4% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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