+7.7%
AAL vs RMBS
-18.2%
+26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.0% | +12.3% | +7.4% |
| 7D | +8.3% | -8.9% | +17.3% | +10.0% |
| 30D | +6.2% | -24.8% | +31.1% | +11.7% |
| 3M | -17.7% | -17.6% | -0.1% | -15.4% |
| 6M | +15.4% | -25.7% | +41.1% | +17.4% |
| YTD | -11.1% | -9.8% | -1.3% | -17.1% |
| 1Y | +7.7% | -17.4% | +25.1% | +2.0% |
| All | +7.7% | -18.2% | +26.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling