+2.7%
AA vs RNG
-70.1%
+72.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.6% |
| 7D | -5.4% | -9.6% | +4.2% | -3.6% |
| 30D | -10.7% | +8.8% | -19.5% | -12.4% |
| 3M | -26.2% | +78.6% | -104.8% | -35.3% |
| 6M | -20.9% | +70.3% | -91.2% | -31.1% |
| YTD | -8.6% | +140.3% | -149.0% | -28.4% |
| 1Y | +57.4% | +126.6% | -69.2% | +24.7% |
| 3Y | +77.8% | +120.2% | -42.4% | +37.2% |
| 5Y | +2.7% | -68.3% | +71.0% | -17.5% |
| All | +2.7% | -70.1% | +72.8% | -17.5% |
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