-32.8%
AAL vs RCL
+249.6%
-282.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -3.7% | -5.1% | +1.4% | -0.7% |
| 30D | -20.8% | -19.0% | -1.8% | -10.0% |
| 3M | -1.3% | -9.6% | +8.3% | +4.9% |
| 6M | +5.4% | -6.7% | +12.1% | +9.2% |
| YTD | -14.4% | -3.9% | -10.4% | -14.4% |
| 1Y | +2.1% | -25.1% | +27.2% | +17.7% |
| 3Y | -10.6% | +179.1% | -189.7% | -56.1% |
| All | -32.8% | +249.6% | -282.4% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling