+1,127.7%
RSP vs AA
+20.1%
+1,107.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -0.3% | +5.0% | -5.3% | -1.9% |
| 3M | +4.3% | -35.8% | +40.1% | +15.6% |
| 6M | +8.8% | -18.4% | +27.2% | +11.9% |
| YTD | +15.3% | -5.5% | +20.7% | +13.0% |
| 1Y | +18.3% | +61.0% | -42.7% | -0.7% |
| 3Y | +52.8% | +66.2% | -13.4% | +18.7% |
| 5Y | +51.7% | +11.4% | +40.3% | +19.4% |
| 10Y | +208.5% | +116.9% | +91.6% | +57.2% |
| All | +1,127.7% | +20.1% | +1,107.6% | +437.8% |
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