+117.1%
AA vs RMD
+276.6%
-159.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | -5.4% | -4.2% | -1.2% | -3.9% |
| 30D | -10.7% | -2.1% | -8.6% | -10.2% |
| 3M | -26.2% | +13.8% | -39.9% | -30.4% |
| 6M | -20.9% | -10.6% | -10.3% | -18.6% |
| YTD | -8.6% | -8.1% | -0.5% | -7.4% |
| 1Y | +57.4% | -18.0% | +75.3% | +67.0% |
| 3Y | +77.8% | +52.9% | +25.0% | +39.9% |
| 5Y | +2.7% | -22.3% | +24.9% | +5.0% |
| All | +117.1% | +276.6% | -159.4% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling