+20.5%
AAL vs RRC
+51.7%
-31.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.2% | +7.4% |
| 7D | +8.3% | -10.3% | +18.6% | +9.2% |
| 30D | +11.0% | +19.5% | -8.5% | +9.0% |
| 3M | -11.2% | +27.9% | -39.1% | -13.5% |
| 6M | +6.1% | +21.2% | -15.1% | +3.6% |
| YTD | -7.6% | +39.6% | -47.2% | -14.2% |
| 1Y | +3.7% | +31.3% | -27.5% | -2.2% |
| 3Y | +20.5% | +51.9% | -31.4% | +10.4% |
| All | +20.5% | +51.7% | -31.2% | +10.4% |
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