+1.4%
AAL vs RGEN
+37.5%
-36.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | -1.3% | -4.6% | +3.3% | +0.3% |
| 30D | -13.7% | +1.2% | -14.9% | -14.3% |
| 3M | -8.2% | +26.8% | -35.0% | -17.0% |
| 6M | +13.1% | +29.1% | -15.9% | +0.2% |
| YTD | -15.6% | +0.7% | -16.3% | -19.7% |
| 1Y | +1.4% | +39.1% | -37.6% | -6.0% |
| All | +1.4% | +37.5% | -36.1% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling