-1.1%
AAL vs CTAS
+23.8%
-24.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +6.5% | +10.2% | -3.8% | +4.3% |
| 3M | -10.9% | +12.1% | -22.9% | -13.0% |
| 6M | +4.9% | +38.3% | -33.4% | -6.0% |
| YTD | -13.2% | +21.9% | -35.1% | -17.4% |
| 1Y | -1.1% | +24.0% | -25.1% | -6.7% |
| All | -1.1% | +23.8% | -24.9% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling