-27.8%
AAL vs RBA
+762.5%
-790.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.7% | -2.9% | -0.8% | -2.5% |
| 30D | -20.8% | -12.3% | -8.5% | -16.3% |
| 3M | -1.3% | -20.5% | +19.2% | +8.2% |
| 6M | +5.4% | -18.5% | +23.9% | +14.1% |
| YTD | -14.4% | -18.2% | +3.9% | -7.6% |
| 1Y | +2.1% | -27.5% | +29.6% | +15.8% |
| 3Y | -10.6% | +38.1% | -48.6% | -24.5% |
| 5Y | -32.2% | +44.8% | -77.0% | -46.0% |
| 10Y | -62.7% | +187.1% | -249.8% | -79.5% |
| All | -27.8% | +762.5% | -790.3% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling