+209.8%
RSP vs AAL
-65.6%
+275.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -2.5% | -13.7% | +11.2% | +0.3% |
| 3M | +3.0% | -8.2% | +11.2% | +4.1% |
| 6M | +8.9% | +13.1% | -4.2% | +5.1% |
| YTD | +13.0% | -15.6% | +28.6% | +15.0% |
| 1Y | +16.2% | +1.4% | +14.8% | +13.5% |
| 3Y | +52.7% | -7.4% | +60.1% | +45.4% |
| 5Y | +50.5% | -35.9% | +86.4% | +49.1% |
| 10Y | +209.8% | -65.1% | +275.0% | +207.0% |
| All | +209.8% | -65.6% | +275.4% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling