-35.9%
AAL vs RNG
-70.2%
+34.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.3% | -4.1% | +2.8% | -0.4% |
| 30D | -13.7% | +8.6% | -22.4% | -15.7% |
| 3M | -8.2% | +78.0% | -86.1% | -21.6% |
| 6M | +13.1% | +67.0% | -53.9% | -3.6% |
| YTD | -15.6% | +142.4% | -158.0% | -36.5% |
| 1Y | +1.4% | +120.4% | -119.0% | -22.0% |
| 3Y | -7.4% | +122.1% | -129.6% | -32.4% |
| 5Y | -35.9% | -69.8% | +33.9% | -32.7% |
| All | -35.9% | -70.2% | +34.3% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling