-27.8%
AAL vs RCL
+674.6%
-702.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -3.7% | -5.1% | +1.4% | -0.5% |
| 30D | -20.8% | -19.0% | -1.8% | -9.3% |
| 3M | -1.3% | -9.6% | +8.3% | +5.3% |
| 6M | +5.4% | -6.7% | +12.1% | +9.4% |
| YTD | -14.4% | -3.9% | -10.4% | -14.6% |
| 1Y | +2.1% | -25.1% | +27.2% | +17.9% |
| 3Y | -10.6% | +179.1% | -189.7% | -57.6% |
| 5Y | -32.2% | +243.3% | -275.5% | -74.1% |
| 10Y | -62.7% | +325.8% | -388.5% | -89.9% |
| All | -27.8% | +674.6% | -702.5% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling