-65.2%
AAL vs RJF
+429.5%
-494.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.2% |
| 7D | -0.9% | -4.2% | +3.3% | +2.6% |
| 30D | -16.0% | -3.6% | -12.4% | -13.5% |
| 3M | -4.2% | +15.6% | -19.9% | -15.6% |
| 6M | +15.7% | +17.6% | -1.9% | 0.0% |
| YTD | -16.2% | +9.2% | -25.4% | -23.4% |
| 1Y | +0.2% | +5.5% | -5.3% | -6.0% |
| 3Y | -8.1% | +70.3% | -78.4% | -43.9% |
| 5Y | -32.2% | +106.0% | -138.2% | -65.4% |
| All | -65.2% | +429.5% | -494.7% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RJF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling