-7.7%
AAL vs CTAS
+65.1%
-72.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -19.0% | -1.0% | -18.0% | -18.7% |
| 3M | -5.1% | +15.8% | -20.8% | -12.0% |
| 6M | +15.5% | -1.0% | +16.5% | +15.5% |
| YTD | -15.8% | +7.4% | -23.2% | -19.3% |
| 1Y | -0.3% | -0.1% | -0.2% | -1.0% |
| 3Y | -7.7% | +66.3% | -73.9% | -28.5% |
| All | -7.7% | +65.1% | -72.7% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling