-6.2%
AAL vs RRC
+34.3%
-40.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -3.7% | +1.3% | -5.0% | -3.9% |
| 30D | -20.8% | +10.1% | -30.9% | -21.6% |
| 3M | -1.3% | +4.0% | -5.3% | -1.7% |
| 6M | +5.4% | +1.6% | +3.8% | +4.5% |
| YTD | -14.4% | +19.7% | -34.1% | -18.6% |
| 1Y | +2.1% | +21.4% | -19.3% | -4.1% |
| All | -6.2% | +34.3% | -40.5% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling