-65.1%
AAL vs RVTY
+134.6%
-199.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +1.3% |
| 7D | -1.3% | -5.4% | +4.1% | +1.1% |
| 30D | -13.7% | +6.7% | -20.5% | -16.4% |
| 3M | -8.2% | +19.0% | -27.2% | -15.6% |
| 6M | +13.1% | +34.6% | -21.5% | -2.3% |
| YTD | -15.6% | +28.3% | -43.9% | -25.9% |
| 1Y | +1.4% | +46.0% | -44.6% | -16.4% |
| 3Y | -7.4% | +16.9% | -24.3% | -18.2% |
| 5Y | -35.9% | -32.9% | -3.0% | -30.2% |
| 10Y | -65.1% | +141.6% | -206.8% | -82.7% |
| All | -65.1% | +134.6% | -199.7% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling