-65.1%
AAL vs RTX
+275.5%
-340.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.7% |
| 7D | -1.3% | -1.6% | +0.3% | -0.1% |
| 30D | -13.7% | -11.6% | -2.2% | -5.2% |
| 3M | -8.2% | +9.2% | -17.3% | -15.6% |
| 6M | +13.1% | -4.4% | +17.5% | +15.4% |
| YTD | -15.6% | +8.9% | -24.5% | -23.7% |
| 1Y | +1.4% | +32.1% | -30.7% | -22.9% |
| 3Y | -7.4% | +151.2% | -158.7% | -62.8% |
| 5Y | -35.9% | +162.9% | -198.8% | -76.4% |
| 10Y | -65.1% | +283.9% | -349.1% | -90.1% |
| All | -65.1% | +275.5% | -340.6% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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