-32.5%
AAL vs RIG
+52.4%
-84.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.1% |
| 3M | -5.1% | -6.6% | +1.6% | -4.7% |
| 6M | +15.5% | -2.9% | +18.3% | +13.9% |
| YTD | -15.8% | +39.5% | -55.3% | -22.3% |
| 1Y | -0.3% | +82.3% | -82.6% | -12.7% |
| 3Y | -7.7% | -29.6% | +21.9% | -10.8% |
| 5Y | -32.5% | +63.2% | -95.7% | -47.5% |
| All | -32.5% | +52.4% | -84.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling