-36.1%
AAL vs RJF
+107.4%
-143.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.9% |
| 7D | -0.3% | +1.8% | -2.1% | -1.8% |
| 30D | -19.0% | 0.0% | -19.0% | -19.2% |
| 3M | -5.1% | +18.0% | -23.0% | -17.1% |
| 6M | +15.5% | +17.0% | -1.5% | +1.1% |
| YTD | -15.8% | +11.1% | -26.9% | -23.7% |
| 1Y | -0.3% | +8.0% | -8.3% | -7.8% |
| 3Y | -7.7% | +73.3% | -80.9% | -43.8% |
| All | -36.1% | +107.4% | -143.5% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling