+1,142.0%
RSP vs AA
-2.5%
+1,144.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.5% |
| 7D | +1.8% | +5.3% | -3.5% | +0.4% |
| 30D | +3.5% | -2.3% | +5.7% | +3.9% |
| 3M | +0.2% | -20.8% | +21.0% | +5.8% |
| 6M | +9.1% | -39.8% | +48.9% | +22.1% |
| YTD | +16.6% | -23.3% | +39.9% | +20.2% |
| 1Y | +17.9% | +1.8% | +16.1% | +12.3% |
| 3Y | +64.6% | +69.5% | -4.9% | +27.1% |
| 5Y | +48.4% | -18.0% | +66.4% | +28.2% |
| 10Y | +212.9% | +45.7% | +167.3% | +80.2% |
| All | +1,142.0% | -2.5% | +1,144.5% | +472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling