-27.8%
AAL vs RSG
+1,394.0%
-1,421.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.1% |
| 7D | -3.7% | +0.3% | -4.0% | -4.0% |
| 30D | -20.8% | +7.6% | -28.4% | -25.4% |
| 3M | -1.3% | +7.4% | -8.7% | -7.9% |
| 6M | +5.4% | -3.3% | +8.6% | +5.8% |
| YTD | -14.4% | +6.0% | -20.4% | -20.6% |
| 1Y | +2.1% | -3.7% | +5.8% | +1.6% |
| 3Y | -10.6% | +59.1% | -69.7% | -43.8% |
| 5Y | -32.2% | +89.0% | -121.2% | -64.7% |
| 10Y | -62.7% | +412.5% | -475.2% | -92.2% |
| All | -27.8% | +1,394.0% | -1,421.8% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling