-57.3%
AAL vs RVMD
+620.8%
-678.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -0.9% | -3.6% | +2.6% | -0.2% |
| 30D | -16.0% | -1.1% | -14.9% | -15.9% |
| 3M | -4.2% | +41.0% | -45.3% | -10.8% |
| 6M | +15.7% | +105.7% | -90.0% | -1.8% |
| YTD | -16.2% | +155.3% | -171.5% | -32.9% |
| 1Y | +0.2% | +402.7% | -402.5% | -31.0% |
| 3Y | -8.1% | +533.1% | -541.2% | -43.0% |
| 5Y | -32.2% | +583.5% | -615.7% | -62.3% |
| All | -57.3% | +620.8% | -678.1% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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