+19.1%
AA vs RRC
+153.5%
-134.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.7% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | +3.3% | +9.4% | -6.1% | -0.7% |
| 3M | -29.4% | +7.4% | -36.8% | -32.0% |
| 6M | -12.8% | +1.5% | -14.3% | -14.8% |
| YTD | -2.1% | +19.4% | -21.5% | -12.0% |
| 1Y | +62.8% | +24.2% | +38.5% | +42.5% |
| 3Y | +90.5% | +32.8% | +57.7% | +57.9% |
| 5Y | +19.1% | +152.9% | -133.8% | -27.9% |
| All | +19.1% | +153.5% | -134.4% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling