-65.2%
AAL vs RNG
+223.4%
-288.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -0.9% | -9.6% | +8.7% | +0.8% |
| 30D | -16.0% | +8.8% | -24.8% | -17.3% |
| 3M | -4.2% | +78.6% | -82.9% | -14.2% |
| 6M | +15.7% | +70.3% | -54.6% | +3.4% |
| YTD | -16.2% | +140.3% | -156.5% | -30.6% |
| 1Y | +0.2% | +126.6% | -126.4% | -16.3% |
| 3Y | -8.1% | +120.2% | -128.3% | -24.9% |
| 5Y | -32.2% | -68.3% | +36.1% | -36.9% |
| All | -65.2% | +223.4% | -288.7% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling