-27.0%
AAL vs RNG
+327.7%
-354.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.9% |
| 7D | -3.7% | +5.8% | -9.5% | -4.8% |
| 30D | -20.8% | +19.6% | -40.4% | -23.5% |
| 3M | -1.3% | +67.0% | -68.3% | -11.0% |
| 6M | +5.4% | +88.4% | -83.0% | -8.1% |
| YTD | -14.4% | +155.5% | -169.8% | -30.4% |
| 1Y | +2.1% | +141.7% | -139.6% | -16.4% |
| 3Y | -10.6% | +131.1% | -141.6% | -28.2% |
| 5Y | -32.2% | -70.6% | +38.4% | -32.9% |
| 10Y | -62.7% | +228.2% | -290.9% | -80.1% |
| All | -27.0% | +327.7% | -354.7% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling