+1.2%
AAL vs RVTY
+47.4%
-46.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -19.0% | +10.8% | -29.8% | -22.1% |
| 3M | -5.1% | +26.8% | -31.9% | -14.0% |
| 6M | +15.5% | +39.3% | -23.9% | -0.6% |
| YTD | -15.8% | +31.6% | -47.4% | -26.1% |
| All | +1.2% | +47.4% | -46.2% | -14.5% |
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