+1,115.8%
RSP vs AA
-4.7%
+1,120.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.1% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | +2.6% | -6.7% | +9.3% | +4.3% |
| 3M | -0.8% | -16.3% | +15.6% | +3.2% |
| 6M | +6.3% | -37.1% | +43.4% | +17.5% |
| YTD | +14.1% | -25.0% | +39.1% | +18.4% |
| 1Y | +18.0% | +8.6% | +9.4% | +10.4% |
| 3Y | +61.0% | +57.2% | +3.8% | +26.9% |
| 5Y | +45.6% | -13.0% | +58.6% | +23.2% |
| 10Y | +220.2% | +65.5% | +154.6% | +75.8% |
| All | +1,115.8% | -4.7% | +1,120.5% | +463.5% |
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