-68.6%
AAL vs RJF
+326.9%
-395.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.7% |
| 7D | -0.1% | +3.6% | -3.7% | -2.9% |
| 30D | +11.7% | +7.2% | +4.5% | +5.6% |
| 3M | -12.5% | -6.5% | -6.0% | -7.6% |
| 6M | +3.6% | +10.3% | -6.7% | -5.4% |
| YTD | -14.1% | +6.5% | -20.6% | -19.9% |
| 1Y | +0.8% | +6.1% | -5.4% | -5.9% |
| 3Y | +11.8% | +74.9% | -63.1% | -33.6% |
| 5Y | -35.1% | +81.3% | -116.4% | -63.2% |
| All | -68.6% | +326.9% | -395.5% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling