-32.5%
AAL vs RRC
+153.5%
-186.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | -19.0% | +9.4% | -28.4% | -20.4% |
| 3M | -5.1% | +7.4% | -12.5% | -6.7% |
| 6M | +15.5% | +1.5% | +14.0% | +14.0% |
| YTD | -15.8% | +19.4% | -35.2% | -20.1% |
| 1Y | -0.3% | +24.2% | -24.5% | -6.8% |
| 3Y | -7.7% | +32.8% | -40.4% | -16.0% |
| 5Y | -32.5% | +152.9% | -185.4% | -45.8% |
| All | -32.5% | +153.5% | -186.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling