+305.8%
AA vs RRX
+3,925.9%
-3,620.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +1.7% | +4.3% | -2.6% | -0.5% |
| 30D | +3.3% | -8.0% | +11.3% | +7.5% |
| 3M | -29.4% | -22.0% | -7.4% | -22.0% |
| 6M | -12.8% | -11.9% | -0.9% | -11.0% |
| YTD | -2.1% | +17.1% | -19.2% | -14.9% |
| 1Y | +62.8% | +14.9% | +47.9% | +42.2% |
| 3Y | +90.5% | +6.9% | +83.6% | +66.1% |
| 5Y | +19.1% | +19.6% | -0.5% | -2.5% |
| 10Y | +124.8% | +215.9% | -91.2% | +23.0% |
| All | +305.8% | +3,925.9% | -3,620.1% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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