+132.3%
AA vs RRC
+4.5%
+127.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.6% | -1.7% | +1.1% | 0.0% |
| 30D | -1.6% | +3.6% | -5.2% | -2.8% |
| 3M | -29.8% | +8.8% | -38.6% | -32.2% |
| 6M | -16.6% | +0.8% | -17.4% | -17.9% |
| YTD | -4.0% | +19.0% | -23.0% | -11.4% |
| 1Y | +63.5% | +22.9% | +40.6% | +48.6% |
| 3Y | +86.8% | +32.3% | +54.4% | +63.5% |
| 5Y | +12.4% | +151.6% | -139.2% | -23.1% |
| 10Y | +132.3% | +5.5% | +126.8% | +58.6% |
| All | +132.3% | +4.5% | +127.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling