-32.5%
AAL vs RMD
-21.0%
-11.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.5% |
| 7D | -0.3% | -4.5% | +4.1% | +1.4% |
| 30D | -19.0% | +4.6% | -23.6% | -20.5% |
| 3M | -5.1% | +14.8% | -19.9% | -10.1% |
| 6M | +15.5% | -12.1% | +27.5% | +20.4% |
| YTD | -15.8% | -7.5% | -8.3% | -13.9% |
| 1Y | -0.3% | -20.1% | +19.8% | +7.3% |
| 3Y | -7.7% | +53.9% | -61.5% | -25.9% |
| 5Y | -32.5% | -22.2% | -10.3% | -40.0% |
| All | -32.5% | -21.0% | -11.5% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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