-27.6%
AAL vs CTAS
+2,876.2%
-2,903.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +3.6% |
| 7D | +4.6% | +1.2% | +3.4% | +3.6% |
| 30D | +2.6% | +12.8% | -10.2% | -8.5% |
| 3M | -17.8% | +10.3% | -28.1% | -25.4% |
| 6M | +1.9% | +32.0% | -30.1% | -23.7% |
| YTD | -14.0% | +19.1% | -33.2% | -29.5% |
| 1Y | +0.2% | +21.5% | -21.2% | -19.4% |
| 3Y | +13.0% | +76.0% | -63.0% | -39.6% |
| 5Y | -39.6% | +110.9% | -150.5% | -73.5% |
| 10Y | -65.7% | +849.8% | -915.5% | -97.3% |
| All | -27.6% | +2,876.2% | -2,903.7% | -98.9% |
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