-27.8%
AAL vs RMD
+1,357.5%
-1,385.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -3.7% | -5.0% | +1.2% | -1.4% |
| 30D | -20.8% | +2.2% | -23.0% | -21.9% |
| 3M | -1.3% | +17.8% | -19.1% | -9.2% |
| 6M | +5.4% | -11.3% | +16.7% | +10.8% |
| YTD | -14.4% | -4.4% | -9.9% | -13.3% |
| 1Y | +2.1% | -15.7% | +17.8% | +9.4% |
| 3Y | -10.6% | +47.7% | -58.3% | -30.7% |
| 5Y | -32.2% | -19.2% | -13.0% | -31.0% |
| 10Y | -62.7% | +280.4% | -343.1% | -86.1% |
| All | -27.8% | +1,357.5% | -1,385.3% | -90.5% |
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