+61.0%
RSP vs AAL
+9.3%
+51.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -1.0% | +4.6% | -5.6% | -1.8% |
| 30D | +2.6% | +2.6% | 0.0% | +2.1% |
| 3M | -0.8% | -17.8% | +17.0% | +2.2% |
| 6M | +6.3% | +1.9% | +4.4% | +5.0% |
| YTD | +14.1% | -14.0% | +28.2% | +15.3% |
| 1Y | +18.0% | +0.2% | +17.8% | +15.9% |
| 3Y | +61.0% | +13.0% | +48.0% | +41.3% |
| All | +61.0% | +9.3% | +51.7% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling