-8.2%
AAL vs ROIV
+200.3%
-208.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -3.7% | +0.6% | -4.4% | -3.9% |
| 30D | -20.8% | +1.0% | -21.8% | -21.2% |
| 3M | -1.3% | +18.3% | -19.6% | -6.2% |
| 6M | +5.4% | +18.3% | -12.9% | -0.4% |
| YTD | -14.4% | +61.0% | -75.3% | -25.9% |
| 1Y | +2.1% | +177.9% | -175.8% | -23.9% |
| All | -8.2% | +200.3% | -208.5% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling