-27.8%
AAL vs CTAS
+2,583.2%
-2,611.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | -3.7% | -1.8% | -1.9% | -2.1% |
| 30D | -20.8% | -0.2% | -20.6% | -20.8% |
| 3M | -1.3% | +11.7% | -13.0% | -12.8% |
| 6M | +5.4% | +0.7% | +4.7% | +1.6% |
| YTD | -14.4% | +7.4% | -21.8% | -22.4% |
| 1Y | +2.1% | -2.1% | +4.2% | +0.3% |
| 3Y | -10.6% | +62.9% | -73.5% | -48.7% |
| 5Y | -32.2% | +111.9% | -144.1% | -70.6% |
| 10Y | -62.7% | +652.2% | -714.9% | -96.3% |
| All | -27.8% | +2,583.2% | -2,611.0% | -98.7% |
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 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