-35.2%
AAL vs RRX
+9.8%
-45.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.1% |
| 7D | -0.1% | +4.3% | -4.4% | -2.0% |
| 30D | +11.7% | +12.3% | -0.6% | +4.5% |
| 3M | -12.5% | +3.7% | -16.2% | -15.2% |
| 6M | +3.6% | -13.9% | +17.5% | +7.7% |
| YTD | -14.1% | +26.5% | -40.5% | -29.6% |
| 1Y | +0.8% | +29.3% | -28.6% | -18.9% |
| 3Y | +11.8% | +65.6% | -53.8% | -28.0% |
| All | -35.2% | +9.8% | -45.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling