+41.6%
AA vs RRC
+73.1%
-31.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +0.5% | +6.4% | -5.9% | -1.8% |
| 30D | -0.6% | +23.9% | -24.5% | -8.6% |
| 3M | -19.7% | +30.2% | -49.8% | -27.7% |
| 6M | -41.6% | +26.3% | -67.8% | -47.1% |
| YTD | -24.6% | +48.1% | -72.7% | -36.3% |
| 1Y | +4.9% | +37.7% | -32.8% | -9.3% |
| 3Y | +66.8% | +60.3% | +6.5% | +35.5% |
| 5Y | -19.4% | +135.3% | -154.7% | -44.7% |
| All | +41.6% | +73.1% | -31.5% | -15.1% |
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