-66.0%
AAL vs RIG
-48.7%
-17.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.6% |
| 7D | +3.4% | -2.6% | +6.0% | +4.0% |
| 30D | +11.7% | -5.2% | +16.9% | +12.2% |
| 3M | -7.8% | -8.6% | +0.8% | -7.1% |
| 6M | +10.2% | -18.9% | +29.2% | +12.4% |
| YTD | -8.0% | +28.6% | -36.6% | -17.4% |
| 1Y | +8.5% | +25.5% | -17.0% | -2.3% |
| 3Y | +19.5% | -20.2% | +39.6% | +12.3% |
| 5Y | -33.9% | +53.9% | -87.8% | -52.8% |
| 10Y | -66.0% | -48.8% | -17.2% | -80.6% |
| All | -66.0% | -48.7% | -17.3% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling