+0.5%
AAL vs RMBS
+11.7%
-11.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | -0.9% | +1.8% | -2.7% | -1.3% |
| 30D | -12.9% | -13.9% | +1.0% | -10.4% |
| 3M | -11.2% | -39.8% | +28.6% | -3.2% |
| 6M | +17.8% | -6.0% | +23.9% | +13.2% |
| YTD | -15.1% | -5.4% | -9.8% | -19.9% |
| 1Y | +0.5% | -1.8% | +2.3% | -4.2% |
| All | +0.5% | +11.7% | -11.3% | -4.2% |
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