+66.3%
AA vs RL
+356.1%
-289.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.7% |
| 7D | +0.9% | -4.2% | +5.0% | +3.2% |
| 30D | -6.7% | +4.3% | -10.9% | -9.0% |
| 3M | -16.3% | -4.6% | -11.7% | -14.8% |
| 6M | -37.1% | +1.7% | -38.8% | -39.2% |
| YTD | -25.0% | +7.3% | -32.4% | -30.4% |
| 1Y | +8.6% | +20.8% | -12.2% | -5.9% |
| 3Y | +57.2% | +247.0% | -189.7% | -28.5% |
| 5Y | -13.0% | +225.5% | -238.5% | -60.3% |
| All | +66.3% | +356.1% | -289.7% | -35.2% |
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