-65.1%
AAL vs RRC
+4.5%
-69.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | -13.7% | +3.6% | -17.3% | -14.4% |
| 3M | -8.2% | +8.8% | -17.0% | -10.3% |
| 6M | +13.1% | +0.8% | +12.3% | +11.5% |
| YTD | -15.6% | +19.0% | -34.6% | -20.2% |
| 1Y | +1.4% | +22.9% | -21.5% | -5.3% |
| 3Y | -7.4% | +32.3% | -39.8% | -16.4% |
| 5Y | -35.9% | +151.6% | -187.5% | -52.6% |
| 10Y | -65.1% | +5.5% | -70.6% | -77.0% |
| All | -65.1% | +4.5% | -69.7% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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