+2.1%
AAL vs RNG
+144.7%
-142.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.7% |
| 7D | -3.7% | +5.8% | -9.5% | -4.5% |
| 30D | -20.8% | +19.6% | -40.4% | -22.8% |
| 3M | -1.3% | +67.0% | -68.3% | -8.6% |
| 6M | +5.4% | +88.4% | -83.0% | -4.9% |
| YTD | -14.4% | +155.5% | -169.8% | -27.3% |
| 1Y | +2.1% | +141.7% | -139.6% | -13.9% |
| All | +2.1% | +144.7% | -142.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling