+120.6%
AA vs RNG
+340.1%
-219.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.5% | +4.6% | -4.1% | -0.2% |
| 30D | -0.6% | +0.4% | -1.0% | -0.8% |
| 3M | -19.7% | +11.4% | -31.1% | -21.4% |
| 6M | -41.6% | +95.7% | -137.3% | -49.0% |
| YTD | -24.6% | +162.9% | -187.5% | -39.6% |
| 1Y | +4.9% | +180.3% | -175.4% | -17.1% |
| 3Y | +66.8% | +188.3% | -121.5% | +29.1% |
| 5Y | -19.4% | -72.5% | +53.1% | -19.1% |
| 10Y | +43.1% | +236.7% | -193.6% | -17.8% |
| All | +120.6% | +340.1% | -219.6% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling