-27.8%
AAL vs RVTY
+682.0%
-709.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.7% | +1.1% | -4.8% | -4.4% |
| 30D | -20.8% | +13.2% | -34.0% | -27.0% |
| 3M | -1.3% | +27.2% | -28.5% | -16.1% |
| 6M | +5.4% | +32.4% | -27.0% | -13.5% |
| YTD | -14.4% | +34.9% | -49.2% | -31.2% |
| 1Y | +2.1% | +52.4% | -50.3% | -24.9% |
| 3Y | -10.6% | +12.3% | -22.8% | -24.2% |
| 5Y | -32.2% | -30.8% | -1.4% | -25.1% |
| 10Y | -62.7% | +150.7% | -213.4% | -86.3% |
| All | -27.8% | +682.0% | -709.9% | -88.8% |
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