-27.8%
AAL vs RGEN
+5,088.9%
-5,116.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -3.7% | -4.9% | +1.2% | -2.6% |
| 30D | -20.8% | +5.7% | -26.5% | -22.0% |
| 3M | -1.3% | +32.4% | -33.7% | -8.3% |
| 6M | +5.4% | +33.2% | -27.8% | -2.6% |
| YTD | -14.4% | +2.3% | -16.6% | -15.7% |
| 1Y | +2.1% | +39.0% | -36.9% | -7.0% |
| 3Y | -10.6% | -4.6% | -5.9% | -14.4% |
| 5Y | -32.2% | -42.7% | +10.5% | -30.9% |
| 10Y | -62.7% | +433.6% | -496.3% | -80.7% |
| All | -27.8% | +5,088.9% | -5,116.7% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling