-64.8%
AAL vs RSG
+428.9%
-493.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.8% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -12.9% | +4.0% | -16.8% | -14.8% |
| 3M | -11.2% | +7.4% | -18.6% | -15.3% |
| 6M | +17.8% | +0.1% | +17.7% | +16.2% |
| YTD | -15.1% | +6.0% | -21.2% | -19.6% |
| 1Y | +0.5% | -3.0% | +3.4% | +0.3% |
| 3Y | -7.7% | +56.5% | -64.2% | -36.2% |
| 5Y | -31.3% | +90.9% | -122.3% | -60.7% |
| All | -64.8% | +428.9% | -493.7% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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