+653.3%
RSP vs AAL
-33.6%
+686.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -0.8% | -17.8% | +17.0% | +2.2% |
| 6M | +6.3% | +1.9% | +4.4% | +5.1% |
| YTD | +14.1% | -14.0% | +28.2% | +15.4% |
| 1Y | +18.0% | +0.2% | +17.8% | +16.1% |
| 3Y | +61.0% | +13.0% | +48.0% | +50.2% |
| 5Y | +45.6% | -39.6% | +85.2% | +46.7% |
| 10Y | +220.2% | -65.7% | +285.8% | +218.5% |
| All | +653.3% | -33.6% | +686.9% | +372.0% |
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 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