+124.8%
AA vs RL
+304.3%
-179.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.7% | +4.2% |
| 7D | +1.7% | +1.9% | -0.2% | +0.5% |
| 30D | +3.3% | -12.2% | +15.5% | +10.7% |
| 3M | -29.4% | -6.6% | -22.8% | -27.4% |
| 6M | -12.8% | +3.2% | -16.0% | -16.8% |
| YTD | -2.1% | -1.3% | -0.8% | -4.5% |
| 1Y | +62.8% | +13.6% | +49.2% | +46.7% |
| 3Y | +90.5% | +210.9% | -120.4% | -7.6% |
| 5Y | +19.1% | +246.9% | -227.8% | -47.9% |
| 10Y | +124.8% | +310.1% | -185.3% | -5.9% |
| All | +124.8% | +304.3% | -179.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling