+15.0%
AA vs RMD
-18.4%
+33.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | -5.0% | +4.3% | +1.0% |
| 30D | +5.0% | +2.2% | +2.8% | +3.9% |
| 3M | -35.8% | +17.8% | -53.7% | -40.0% |
| 6M | -18.4% | -11.3% | -7.1% | -15.2% |
| YTD | -5.5% | -4.4% | -1.1% | -5.1% |
| 1Y | +61.0% | -15.7% | +76.7% | +70.0% |
| 3Y | +66.2% | +47.7% | +18.5% | +30.4% |
| All | +15.0% | -18.4% | +33.4% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling