-22.5%
AAL vs RIO
+645.7%
-668.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +3.4% | +0.5% | +3.0% | +3.3% |
| 30D | +11.7% | -9.9% | +21.6% | +16.6% |
| 3M | -7.8% | -14.0% | +6.2% | -2.1% |
| 6M | +10.2% | -19.5% | +29.8% | +19.8% |
| YTD | -8.0% | +11.5% | -19.6% | -13.0% |
| 1Y | +8.5% | +26.9% | -18.4% | -2.6% |
| 3Y | +19.5% | +55.1% | -35.6% | -2.0% |
| 5Y | -33.9% | +90.7% | -124.6% | -51.2% |
| 10Y | -66.0% | +363.3% | -429.4% | -82.2% |
| All | -22.5% | +645.7% | -668.2% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling