-35.9%
AAL vs RVMD
+591.3%
-627.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | -13.7% | +0.3% | -14.1% | -13.9% |
| 3M | -8.2% | +38.9% | -47.0% | -13.9% |
| 6M | +13.1% | +108.1% | -95.0% | -3.4% |
| YTD | -15.6% | +160.7% | -176.3% | -32.1% |
| 1Y | +1.4% | +407.3% | -405.9% | -29.6% |
| 3Y | -7.4% | +546.6% | -554.0% | -41.9% |
| 5Y | -35.9% | +579.8% | -615.7% | -64.8% |
| All | -35.9% | +591.3% | -627.3% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling