-22.2%
AAL vs RMD
+1,404.7%
-1,426.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +8.3% | +1.2% | +7.1% | +7.7% |
| 30D | +11.0% | +2.5% | +8.5% | +9.5% |
| 3M | -11.2% | +11.5% | -22.7% | -16.1% |
| 6M | +6.1% | +14.7% | -8.6% | -1.7% |
| YTD | -7.6% | -1.3% | -6.3% | -8.2% |
| 1Y | +3.7% | -5.3% | +9.0% | +5.0% |
| 3Y | +20.5% | +68.8% | -48.2% | -12.4% |
| 5Y | -36.4% | -5.9% | -30.5% | -40.0% |
| 10Y | -65.4% | +348.7% | -414.1% | -88.3% |
| All | -22.2% | +1,404.7% | -1,426.8% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling