-27.8%
AAL vs RMBS
+673.4%
-701.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -20.8% | -12.2% | -8.6% | -18.0% |
| 3M | -1.3% | -49.5% | +48.3% | +17.0% |
| 6M | +5.4% | -7.1% | +12.5% | +2.4% |
| YTD | -14.4% | -7.0% | -7.4% | -18.3% |
| 1Y | +2.1% | +13.3% | -11.2% | -9.8% |
| 3Y | -10.6% | +49.2% | -59.8% | -31.5% |
| 5Y | -32.2% | +250.0% | -282.2% | -59.9% |
| 10Y | -62.7% | +495.1% | -557.8% | -81.3% |
| All | -27.8% | +673.4% | -701.2% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling