+0.2%
AAL vs RIO
+67.4%
-67.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.9% |
| 7D | -0.9% | -3.4% | +2.4% | +0.3% |
| 30D | -16.0% | +0.6% | -16.5% | -16.2% |
| 3M | -4.2% | +2.5% | -6.8% | -5.3% |
| 6M | +15.7% | +10.8% | +4.9% | +10.5% |
| YTD | -16.2% | +30.5% | -46.6% | -23.6% |
| 1Y | +0.2% | +68.1% | -67.9% | -12.1% |
| All | +0.2% | +67.4% | -67.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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