-68.6%
AAL vs RMBS
+534.0%
-602.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | +0.1% |
| 7D | -0.1% | +10.3% | -10.4% | -3.6% |
| 30D | +11.7% | -10.7% | +22.4% | +14.8% |
| 3M | -12.5% | -17.2% | +4.7% | -8.5% |
| 6M | +3.6% | -39.0% | +42.6% | +16.7% |
| YTD | -14.1% | -10.5% | -3.6% | -21.8% |
| 1Y | +0.8% | -11.0% | +11.7% | -8.7% |
| 3Y | +11.8% | +31.3% | -19.5% | -25.5% |
| 5Y | -35.1% | +242.8% | -277.9% | -76.2% |
| All | -68.6% | +534.0% | -602.6% | -92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling