+41.6%
AA vs RL
+337.1%
-295.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | +0.5% | +2.6% | -2.1% | -0.9% |
| 30D | -0.6% | +2.9% | -3.5% | -2.3% |
| 3M | -19.7% | 0.0% | -19.7% | -20.3% |
| 6M | -41.6% | +17.1% | -58.7% | -47.6% |
| YTD | -24.6% | +10.1% | -34.8% | -31.1% |
| 1Y | +4.9% | +17.3% | -12.4% | -7.6% |
| 3Y | +66.8% | +249.3% | -182.5% | -24.3% |
| 5Y | -19.4% | +240.9% | -260.3% | -64.1% |
| All | +41.6% | +337.1% | -295.5% | -38.3% |
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