-32.5%
AAL vs RGEN
-42.7%
+10.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -19.0% | +2.8% | -21.8% | -19.8% |
| 3M | -5.1% | +34.5% | -39.5% | -13.3% |
| 6M | +15.5% | +40.5% | -25.0% | +3.7% |
| YTD | -15.8% | +2.8% | -18.6% | -17.8% |
| 1Y | -0.3% | +39.6% | -39.9% | -10.6% |
| 3Y | -7.7% | +4.4% | -12.1% | -14.6% |
| 5Y | -32.5% | -42.8% | +10.2% | -43.4% |
| All | -32.5% | -42.7% | +10.2% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling