-65.0%
AAL vs RIG
-40.8%
-24.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -1.3% | -8.2% | +6.9% | +0.5% |
| 30D | -13.7% | -0.2% | -13.6% | -13.8% |
| 3M | -8.2% | -2.7% | -5.4% | -8.5% |
| 6M | +13.1% | -7.5% | +20.6% | +12.1% |
| YTD | -15.6% | +38.3% | -53.8% | -24.5% |
| 1Y | +1.4% | +81.8% | -80.4% | -15.7% |
| 3Y | -7.4% | -30.2% | +22.8% | -9.2% |
| 5Y | -35.9% | +59.9% | -95.9% | -54.3% |
| All | -65.0% | -40.8% | -24.2% | -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