-8.8%
AAL vs RMBS
+52.4%
-61.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | -16.0% | -11.5% | -4.5% | -13.5% |
| 3M | -4.2% | -38.2% | +34.0% | +6.7% |
| 6M | +15.7% | -4.8% | +20.4% | +10.4% |
| YTD | -16.2% | -7.1% | -9.1% | -21.0% |
| 1Y | +0.2% | +10.7% | -10.5% | -12.5% |
| All | -8.8% | +52.4% | -61.2% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling