+55.9%
RSP vs AA
+75.5%
-19.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -0.3% | +5.0% | -5.3% | -1.1% |
| 3M | +4.3% | -35.8% | +40.1% | +10.3% |
| 6M | +8.8% | -18.4% | +27.2% | +10.5% |
| YTD | +15.3% | -5.5% | +20.7% | +13.8% |
| 1Y | +18.3% | +61.0% | -42.7% | +6.3% |
| All | +55.9% | +75.5% | -19.7% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling