+2.1%
AAL vs RVTY
+57.1%
-55.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | -20.8% | +13.2% | -34.0% | -24.4% |
| 3M | -1.3% | +27.2% | -28.5% | -10.7% |
| 6M | +5.4% | +32.4% | -27.0% | -7.6% |
| YTD | -14.4% | +34.9% | -49.2% | -25.6% |
| 1Y | +2.1% | +52.4% | -50.3% | -14.7% |
| All | +2.1% | +57.1% | -55.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling