-27.6%
AAL vs RVTY
+831.9%
-859.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.2% |
| 7D | +4.6% | -1.2% | +5.8% | +4.7% |
| 30D | +2.6% | +1.0% | +1.5% | +1.3% |
| 3M | -17.8% | +35.8% | -53.6% | -33.5% |
| 6M | +1.9% | +56.7% | -54.8% | -25.6% |
| YTD | -14.0% | +60.7% | -74.7% | -39.1% |
| 1Y | +0.2% | +73.7% | -73.5% | -32.8% |
| 3Y | +13.0% | +82.8% | -69.7% | -29.9% |
| 5Y | -39.6% | -7.0% | -32.6% | -45.6% |
| 10Y | -65.7% | +212.3% | -278.0% | -89.3% |
| All | -27.6% | +831.9% | -859.5% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling