+124.5%
AA vs RNG
+343.0%
-218.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +5.3% | +2.3% | +3.0% | +4.9% |
| 30D | -2.3% | -3.4% | +1.1% | -1.9% |
| 3M | -20.8% | +20.9% | -41.7% | -23.7% |
| 6M | -39.8% | +82.2% | -122.0% | -46.9% |
| YTD | -23.3% | +164.6% | -187.9% | -38.6% |
| 1Y | +1.8% | +177.0% | -175.2% | -19.2% |
| 3Y | +69.5% | +177.4% | -107.9% | +32.0% |
| 5Y | -18.0% | -72.3% | +54.4% | -17.8% |
| 10Y | +45.7% | +238.9% | -193.3% | -16.4% |
| All | +124.5% | +343.0% | -218.5% | +23.6% |
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