-17.4%
AA vs RNG
-72.1%
+54.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.5% | +4.6% | -4.1% | -0.4% |
| 30D | -0.6% | +0.4% | -1.0% | -0.9% |
| 3M | -19.7% | +11.4% | -31.1% | -21.8% |
| 6M | -41.6% | +95.7% | -137.3% | -50.6% |
| YTD | -24.6% | +162.9% | -187.5% | -43.1% |
| 1Y | +4.9% | +180.3% | -175.4% | -22.3% |
| 3Y | +66.8% | +188.3% | -121.5% | +19.2% |
| All | -17.4% | -72.1% | +54.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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