+670.4%
RSP vs AAL
-28.6%
+699.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.4% | -5.2% | +1.0% |
| 7D | +0.4% | +8.3% | -7.8% | -0.9% |
| 30D | +3.7% | +11.0% | -7.3% | +1.8% |
| 3M | +0.8% | -11.2% | +11.9% | +2.5% |
| 6M | +9.1% | +6.1% | +3.0% | +7.1% |
| YTD | +16.7% | -7.6% | +24.4% | +16.6% |
| 1Y | +19.7% | +3.7% | +15.9% | +17.1% |
| 3Y | +66.7% | +20.5% | +46.2% | +53.8% |
| 5Y | +48.7% | -36.4% | +85.1% | +48.5% |
| 10Y | +215.6% | -65.4% | +281.0% | +213.2% |
| All | +670.4% | -28.6% | +699.1% | +376.8% |
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