+215.6%
RSP vs AA
+64.5%
+151.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +1.2% |
| 7D | +0.4% | +4.8% | -4.4% | -0.5% |
| 30D | +3.7% | -0.6% | +4.4% | +3.7% |
| 3M | +0.8% | -16.3% | +17.0% | +3.7% |
| 6M | +9.1% | -33.4% | +42.5% | +16.2% |
| YTD | +16.7% | -20.7% | +37.4% | +18.7% |
| 1Y | +19.7% | +12.9% | +6.8% | +13.1% |
| 3Y | +66.7% | +75.7% | -9.0% | +37.0% |
| 5Y | +48.7% | -6.8% | +55.5% | +30.5% |
| 10Y | +215.6% | +53.6% | +161.9% | +93.4% |
| All | +215.6% | +64.5% | +151.1% | +93.4% |
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