-33.5%
AAL vs RGTI
+55.6%
-89.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -16.0% | -16.2% | +0.2% | -14.8% |
| 3M | -4.2% | -22.0% | +17.8% | -2.8% |
| 6M | +15.7% | -10.8% | +26.4% | +14.9% |
| YTD | -16.2% | -31.6% | +15.4% | -15.5% |
| 1Y | +0.2% | -6.4% | +6.6% | -2.6% |
| 3Y | -8.1% | +665.7% | -673.7% | -34.4% |
| All | -33.5% | +55.6% | -89.1% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling