-29.0%
AAL vs RMBS
+686.3%
-715.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.1% |
| 7D | -0.3% | +3.0% | -3.3% | -1.1% |
| 30D | -19.0% | -14.4% | -4.6% | -15.6% |
| 3M | -5.1% | -42.8% | +37.8% | +9.1% |
| 6M | +15.5% | -1.4% | +16.9% | +10.3% |
| YTD | -15.8% | -5.4% | -10.3% | -20.0% |
| 1Y | -0.3% | +18.6% | -18.9% | -13.1% |
| 3Y | -7.7% | +57.3% | -64.9% | -30.4% |
| 5Y | -32.5% | +265.7% | -298.2% | -60.6% |
| 10Y | -66.0% | +546.0% | -612.0% | -83.3% |
| All | -29.0% | +686.3% | -715.4% | -74.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling