+117.0%
AA vs RSG
+428.9%
-312.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.5% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -5.8% | +4.0% | -9.7% | -7.9% |
| 3M | -29.9% | +7.4% | -37.3% | -33.2% |
| 6M | -27.0% | +0.1% | -27.1% | -28.0% |
| YTD | -8.7% | +6.0% | -14.7% | -13.5% |
| 1Y | +50.6% | -3.0% | +53.6% | +50.2% |
| 3Y | +74.1% | +56.5% | +17.6% | +17.0% |
| 5Y | +2.6% | +90.9% | -88.3% | -43.1% |
| All | +117.0% | +428.9% | -312.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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