+660.8%
RSP vs AAL
-33.8%
+694.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -0.8% | -3.7% | +3.0% | -0.2% |
| 30D | -0.3% | -20.8% | +20.5% | +3.5% |
| 3M | +4.3% | -1.3% | +5.6% | +4.0% |
| 6M | +8.8% | +5.4% | +3.4% | +6.9% |
| YTD | +15.3% | -14.4% | +29.6% | +16.8% |
| 1Y | +18.3% | +2.1% | +16.2% | +15.9% |
| 3Y | +52.8% | -10.6% | +63.4% | +48.2% |
| 5Y | +51.7% | -32.2% | +83.9% | +49.9% |
| 10Y | +208.5% | -62.7% | +271.2% | +203.2% |
| All | +660.8% | -33.8% | +694.6% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling