-22.5%
AAL vs RBA
+887.7%
-910.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | +11.7% | +9.0% | +2.8% | +7.7% |
| 3M | -7.8% | +7.2% | -14.9% | -10.8% |
| 6M | +10.2% | -7.8% | +18.0% | +13.0% |
| YTD | -8.0% | -6.4% | -1.7% | -6.6% |
| 1Y | +8.5% | -4.2% | +12.7% | +9.1% |
| 3Y | +19.5% | +64.1% | -44.6% | -6.1% |
| 5Y | -33.9% | +48.4% | -82.3% | -47.7% |
| 10Y | -66.0% | +209.9% | -275.9% | -82.0% |
| All | -22.5% | +887.7% | -910.2% | -73.6% |
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 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