-65.5%
AAL vs RL
+369.1%
-434.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | +10.1% | +1.3% | +8.7% | +9.3% |
| 30D | +10.6% | +7.6% | +2.9% | +5.8% |
| 3M | -5.9% | -1.5% | -4.4% | -5.3% |
| 6M | +5.7% | +12.1% | -6.4% | -2.2% |
| YTD | -8.0% | +13.9% | -21.9% | -15.9% |
| 1Y | +6.0% | +20.7% | -14.6% | -6.6% |
| 3Y | +19.6% | +260.6% | -241.0% | -49.1% |
| 5Y | -34.6% | +248.9% | -283.4% | -72.2% |
| 10Y | -65.5% | +355.9% | -421.4% | -87.4% |
| All | -65.5% | +369.1% | -434.6% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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