+204.4%
RSP vs AA
+121.7%
+82.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.7% |
| 7D | -0.4% | +1.7% | -2.0% | -0.7% |
| 30D | -1.5% | +3.3% | -4.9% | -2.3% |
| 3M | +4.8% | -29.4% | +34.2% | +11.1% |
| 6M | +10.3% | -12.8% | +23.1% | +11.2% |
| YTD | +14.1% | -2.1% | +16.2% | +11.8% |
| 1Y | +17.0% | +62.8% | -45.7% | +2.7% |
| 3Y | +54.2% | +90.5% | -36.3% | +24.9% |
| 5Y | +51.5% | +19.1% | +32.4% | +26.1% |
| 10Y | +204.4% | +124.8% | +79.6% | +72.1% |
| All | +204.4% | +121.7% | +82.7% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling