+261.1%
RCL vs AA
-15.4%
+276.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.5% |
| 7D | +6.5% | +0.9% | +5.6% | +6.3% |
| 30D | +15.9% | -6.7% | +22.6% | +18.4% |
| 3M | +2.7% | -16.3% | +19.0% | +7.7% |
| 6M | +15.2% | -37.1% | +52.3% | +30.4% |
| YTD | +19.2% | -25.0% | +44.2% | +24.3% |
| 1Y | +31.6% | +8.6% | +23.0% | +20.0% |
| 3Y | +274.2% | +57.2% | +217.0% | +170.4% |
| All | +261.1% | -15.4% | +276.5% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling