+7.7%
AAL vs ROIV
+97.8%
-90.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.2% | +4.8% |
| 7D | +8.3% | +3.0% | +5.3% | +7.5% |
| 30D | +6.2% | +6.8% | -0.6% | +4.5% |
| 3M | -17.7% | +10.5% | -28.2% | -20.6% |
| 6M | +15.4% | +34.8% | -19.4% | +3.5% |
| YTD | -11.1% | +76.2% | -87.3% | -26.7% |
| 1Y | +7.7% | +92.4% | -84.7% | -13.2% |
| All | +7.7% | +97.8% | -90.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling