+0.2%
AAL vs RNG
+120.2%
-120.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.9% | -9.6% | +8.7% | +0.3% |
| 30D | -16.0% | +8.8% | -24.8% | -17.0% |
| 3M | -4.2% | +78.6% | -82.9% | -11.9% |
| 6M | +15.7% | +70.3% | -54.6% | +6.0% |
| YTD | -16.2% | +140.3% | -156.5% | -28.3% |
| 1Y | +0.2% | +126.6% | -126.4% | -14.6% |
| All | +0.2% | +120.2% | -120.0% | -14.6% |
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