-68.3%
AAL vs RBA
+204.3%
-272.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.0% |
| 7D | +2.9% | -0.5% | +3.5% | +3.3% |
| 30D | +6.5% | +6.8% | -0.4% | +3.5% |
| 3M | -10.9% | +9.5% | -20.3% | -14.5% |
| 6M | +4.9% | -8.2% | +13.1% | +7.7% |
| YTD | -13.2% | -7.7% | -5.4% | -11.3% |
| 1Y | -1.1% | -6.9% | +5.8% | +0.6% |
| 3Y | +12.8% | +61.6% | -48.8% | -10.3% |
| 5Y | -34.4% | +44.7% | -79.1% | -47.2% |
| All | -68.3% | +204.3% | -272.5% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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