-65.1%
AAL vs RGEN
+402.3%
-467.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -1.3% | -4.6% | +3.3% | -0.3% |
| 30D | -13.7% | +1.2% | -14.9% | -14.1% |
| 3M | -8.2% | +26.8% | -35.0% | -13.1% |
| 6M | +13.1% | +29.1% | -15.9% | +6.4% |
| YTD | -15.6% | +0.7% | -16.3% | -16.7% |
| 1Y | +1.4% | +39.1% | -37.6% | -6.2% |
| 3Y | -7.4% | +2.2% | -9.7% | -12.0% |
| 5Y | -35.9% | -44.0% | +8.0% | -37.3% |
| 10Y | -65.1% | +412.7% | -477.9% | -78.2% |
| All | -65.1% | +402.3% | -467.4% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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