-35.2%
AAL vs RGTI
+54.2%
-89.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -12.9% | -17.1% | +4.2% | -11.6% |
| 3M | -11.2% | -26.0% | +14.8% | -9.5% |
| 6M | +17.8% | -9.9% | +27.7% | +16.9% |
| YTD | -15.1% | -31.1% | +15.9% | -14.5% |
| 1Y | +0.5% | -8.5% | +9.0% | -2.2% |
| 3Y | -7.7% | +652.2% | -659.9% | -34.0% |
| 5Y | -31.3% | +56.8% | -88.1% | -37.6% |
| All | -35.2% | +54.2% | -89.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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