-65.4%
AAL vs RCL
+396.5%
-462.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +5.6% |
| 7D | +8.3% | +5.0% | +3.3% | +5.2% |
| 30D | +11.0% | +19.4% | -8.4% | -0.5% |
| 3M | -11.2% | +5.9% | -17.1% | -14.7% |
| 6M | +6.1% | +23.8% | -17.7% | -7.8% |
| YTD | -7.6% | +22.8% | -30.4% | -21.4% |
| 1Y | +3.7% | +34.3% | -30.5% | -17.2% |
| 3Y | +20.5% | +276.4% | -255.9% | -52.1% |
| 5Y | -36.4% | +281.6% | -318.0% | -76.6% |
| 10Y | -65.4% | +379.0% | -444.5% | -89.8% |
| All | -65.4% | +396.5% | -462.0% | -89.8% |
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