-66.0%
AAL vs RBA
+182.6%
-248.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | -0.3% | -1.1% | +0.7% | +0.2% |
| 30D | -19.0% | -13.2% | -5.8% | -14.0% |
| 3M | -5.1% | -21.4% | +16.3% | +4.5% |
| 6M | +15.5% | -20.9% | +36.3% | +26.6% |
| YTD | -15.8% | -19.9% | +4.1% | -8.4% |
| 1Y | -0.3% | -28.7% | +28.4% | +13.8% |
| 3Y | -7.7% | +27.4% | -35.1% | -18.9% |
| 5Y | -32.5% | +41.7% | -74.3% | -45.6% |
| 10Y | -66.0% | +189.6% | -255.6% | -83.1% |
| All | -66.0% | +182.6% | -248.5% | -83.1% |
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