-66.0%
AAL vs RCL
+344.6%
-410.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -0.3% | -0.5% | +0.1% | 0.0% |
| 30D | -19.0% | -17.3% | -1.7% | -8.8% |
| 3M | -5.1% | -2.8% | -2.3% | -3.2% |
| 6M | +15.5% | -4.4% | +19.9% | +17.9% |
| YTD | -15.8% | -4.2% | -11.6% | -15.8% |
| 1Y | -0.3% | -23.4% | +23.1% | +13.3% |
| 3Y | -7.7% | +179.4% | -187.0% | -55.4% |
| 5Y | -32.5% | +238.8% | -271.3% | -73.0% |
| 10Y | -66.0% | +350.2% | -416.2% | -88.6% |
| All | -66.0% | +344.6% | -410.6% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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