+51.6%
AA vs RRC
+60.0%
-8.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +4.8% | -10.3% | +15.1% | +8.8% |
| 30D | -0.6% | +19.5% | -20.1% | -7.4% |
| 3M | -16.3% | +27.9% | -44.2% | -24.0% |
| 6M | -33.4% | +21.2% | -54.6% | -38.8% |
| YTD | -20.7% | +39.6% | -60.3% | -31.5% |
| 1Y | +12.9% | +31.3% | -18.3% | -0.6% |
| 3Y | +75.7% | +51.9% | +23.8% | +45.6% |
| 5Y | -6.8% | +110.2% | -117.0% | -33.4% |
| All | +51.6% | +60.0% | -8.4% | -8.5% |
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