-40.8%
AAL vs CTAS
+109.9%
-150.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +3.0% |
| 7D | +4.6% | +1.2% | +3.4% | +4.0% |
| 30D | +2.6% | +12.8% | -10.2% | -4.7% |
| 3M | -17.8% | +10.3% | -28.1% | -22.7% |
| 6M | +1.9% | +32.0% | -30.1% | -16.0% |
| YTD | -14.0% | +19.1% | -33.2% | -24.3% |
| 1Y | +0.2% | +21.5% | -21.2% | -12.9% |
| 3Y | +13.0% | +76.0% | -63.0% | -30.2% |
| All | -40.8% | +109.9% | -150.7% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling