-35.9%
AAL vs RMBS
+269.8%
-305.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | -1.3% | +3.5% | -4.8% | -2.3% |
| 30D | -13.7% | -8.6% | -5.1% | -11.5% |
| 3M | -8.2% | -40.3% | +32.1% | +5.8% |
| 6M | +13.1% | -1.0% | +14.1% | +5.6% |
| YTD | -15.6% | -4.6% | -11.0% | -22.2% |
| 1Y | +1.4% | +17.6% | -16.2% | -16.1% |
| 3Y | -7.4% | +58.6% | -66.1% | -39.6% |
| 5Y | -35.9% | +270.9% | -306.9% | -76.8% |
| All | -35.9% | +269.8% | -305.8% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling