-22.5%
AAL vs CTAS
+2,915.3%
-2,937.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.2% |
| 7D | +10.1% | +0.7% | +9.4% | +9.5% |
| 30D | +10.6% | +11.3% | -0.7% | -0.1% |
| 3M | -5.9% | +11.4% | -17.4% | -15.4% |
| 6M | +5.7% | +35.6% | -29.9% | -22.8% |
| YTD | -8.0% | +20.7% | -28.7% | -25.4% |
| 1Y | +6.0% | +22.8% | -16.8% | -15.6% |
| 3Y | +19.6% | +73.4% | -53.8% | -35.1% |
| 5Y | -34.6% | +117.6% | -152.2% | -72.1% |
| 10Y | -65.5% | +818.4% | -883.9% | -97.2% |
| All | -22.5% | +2,915.3% | -2,937.7% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling