-7.7%
AAL vs RIG
-28.9%
+21.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | -19.0% | +9.5% | -28.5% | -20.0% |
| 3M | -5.1% | -6.6% | +1.6% | -4.5% |
| 6M | +15.5% | -2.9% | +18.3% | +13.7% |
| YTD | -15.8% | +39.5% | -55.3% | -23.4% |
| 1Y | -0.3% | +82.3% | -82.6% | -14.7% |
| 3Y | -7.7% | -29.6% | +21.9% | -16.0% |
| All | -7.7% | -28.9% | +21.2% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling