-65.2%
AAL vs RIG
-40.1%
-25.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -0.9% | -4.2% | +3.2% | 0.0% |
| 30D | -16.0% | -0.7% | -15.3% | -15.9% |
| 3M | -4.2% | -4.0% | -0.3% | -4.3% |
| 6M | +15.7% | -6.3% | +22.0% | +14.3% |
| YTD | -16.2% | +39.7% | -55.9% | -25.2% |
| 1Y | +0.2% | +78.1% | -77.9% | -16.3% |
| 3Y | -8.1% | -29.5% | +21.4% | -10.0% |
| 5Y | -32.2% | +65.3% | -97.5% | -52.1% |
| All | -65.2% | -40.1% | -25.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling