-10.0%
CRM vs AAL
+4.4%
-14.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +1.8% |
| 7D | -6.2% | +8.3% | -14.5% | -6.6% |
| 30D | -1.2% | +6.2% | -7.4% | -1.6% |
| 3M | +19.1% | -17.7% | +36.8% | +20.4% |
| 6M | +23.0% | +15.4% | +7.6% | +21.2% |
| YTD | -13.7% | -11.1% | -2.6% | -9.5% |
| 1Y | -10.0% | +7.7% | -17.7% | -9.8% |
| All | -10.0% | +4.4% | -14.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling