-65.4%
AAL vs RCAT
-99.6%
+34.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +11.4% | -4.0% | +7.4% |
| 7D | +8.3% | +1.1% | +7.1% | +8.2% |
| 30D | +11.0% | -22.0% | +33.0% | +11.1% |
| 3M | -11.2% | -51.1% | +40.0% | -10.8% |
| 6M | +6.1% | -56.6% | +62.7% | +6.5% |
| YTD | -7.6% | -43.3% | +35.6% | -7.5% |
| 1Y | +3.7% | -51.5% | +55.2% | +3.9% |
| 3Y | +20.5% | +411.4% | -390.9% | +18.9% |
| 5Y | -36.4% | +74.4% | -110.8% | -37.1% |
| 10Y | -65.4% | -99.6% | +34.1% | -65.3% |
| All | -65.4% | -99.6% | +34.1% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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