+18.3%
RSP vs AAL
-2.5%
+20.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -0.8% | -3.7% | +3.0% | -0.3% |
| 30D | -0.3% | -20.8% | +20.5% | +2.8% |
| 3M | +4.3% | -1.3% | +5.6% | +4.0% |
| 6M | +8.8% | +5.4% | +3.4% | +6.6% |
| YTD | +15.3% | -14.4% | +29.6% | +15.6% |
| 1Y | +18.3% | +2.1% | +16.2% | +14.9% |
| All | +18.3% | -2.5% | +20.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling