-31.7%
AAL vs RSG
+90.7%
-122.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -13.7% | +3.7% | -17.4% | -14.3% |
| 3M | -8.2% | +6.2% | -14.3% | -9.4% |
| 6M | +13.1% | -2.8% | +15.9% | +13.8% |
| YTD | -15.6% | +5.9% | -21.5% | -17.1% |
| 1Y | +1.4% | -1.8% | +3.2% | +1.7% |
| 3Y | -7.4% | +57.5% | -64.9% | -22.7% |
| All | -31.7% | +90.7% | -122.4% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling