-32.8%
AAL vs ROIV
+250.7%
-283.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -3.7% | +0.6% | -4.4% | -3.9% |
| 30D | -20.8% | +1.0% | -21.8% | -21.1% |
| 3M | -1.3% | +18.3% | -19.6% | -4.4% |
| 6M | +5.4% | +18.3% | -12.9% | +1.8% |
| YTD | -14.4% | +61.0% | -75.3% | -21.9% |
| 1Y | +2.1% | +177.9% | -175.8% | -15.5% |
| 3Y | -10.6% | +199.1% | -209.6% | -28.1% |
| All | -32.8% | +250.7% | -283.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling