-27.8%
AAL vs RRX
+609.9%
-637.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | -3.7% | +3.4% | -7.2% | -6.1% |
| 30D | -20.8% | -11.1% | -9.7% | -13.8% |
| 3M | -1.3% | -23.7% | +22.4% | +15.9% |
| 6M | +5.4% | -22.0% | +27.4% | +18.4% |
| YTD | -14.4% | +16.5% | -30.8% | -30.8% |
| 1Y | +2.1% | +11.5% | -9.4% | -15.9% |
| 3Y | -10.6% | +1.5% | -12.1% | -29.4% |
| 5Y | -32.2% | +18.3% | -50.5% | -55.4% |
| 10Y | -62.7% | +209.8% | -272.5% | -89.9% |
| All | -27.8% | +609.9% | -637.7% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling