-22.5%
AAL vs RVTY
+855.9%
-878.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.3% |
| 7D | +10.1% | -2.7% | +12.7% | +11.9% |
| 30D | +10.6% | +3.2% | +7.3% | +7.8% |
| 3M | -5.9% | +37.2% | -43.1% | -24.2% |
| 6M | +5.7% | +57.7% | -52.0% | -23.0% |
| YTD | -8.0% | +64.8% | -72.8% | -35.8% |
| 1Y | +6.0% | +72.8% | -66.8% | -28.6% |
| 3Y | +19.6% | +89.8% | -70.2% | -27.6% |
| 5Y | -34.6% | -8.4% | -26.1% | -40.2% |
| 10Y | -65.5% | +219.5% | -284.9% | -89.3% |
| All | -22.5% | +855.9% | -878.4% | -89.5% |
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 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