-40.8%
AAL vs RCAT
+46.9%
-87.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.6% | -16.7% | +0.6% |
| 7D | +4.6% | -12.7% | +17.3% | +5.4% |
| 30D | +2.6% | -34.3% | +36.9% | +5.3% |
| 3M | -17.8% | -53.4% | +35.6% | -13.7% |
| 6M | +1.9% | -62.0% | +63.8% | +7.1% |
| YTD | -14.0% | -49.1% | +35.0% | -13.3% |
| 1Y | +0.2% | -53.1% | +53.4% | +1.2% |
| 3Y | +13.0% | +318.7% | -305.6% | -8.2% |
| All | -40.8% | +46.9% | -87.7% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling