-64.8%
AAL vs RRX
+228.4%
-293.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.4% | -1.0% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -12.9% | -6.1% | -6.7% | -9.7% |
| 3M | -11.2% | -23.1% | +11.9% | +1.0% |
| 6M | +17.8% | -19.5% | +37.4% | +27.8% |
| YTD | -15.1% | +16.1% | -31.2% | -28.8% |
| 1Y | +0.5% | +12.9% | -12.5% | -15.0% |
| 3Y | -7.7% | +7.9% | -15.6% | -26.5% |
| 5Y | -31.3% | +19.1% | -50.4% | -51.5% |
| All | -64.8% | +228.4% | -293.2% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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