+8.5%
AAL vs RIG
+25.5%
-17.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | +0.4% |
| 7D | +3.4% | -2.6% | +6.0% | +2.9% |
| 30D | +11.7% | -5.2% | +16.9% | +10.8% |
| 3M | -7.8% | -8.6% | +0.8% | -8.9% |
| 6M | +10.2% | -18.9% | +29.2% | +8.5% |
| YTD | -8.0% | +28.6% | -36.6% | -12.5% |
| 1Y | +8.5% | +25.5% | -17.0% | +4.5% |
| All | +8.5% | +25.5% | -17.0% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling