-20.0%
AAL vs ROIV
+292.3%
-312.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +10.1% | +14.3% | -4.2% | +7.5% |
| 30D | +10.6% | +16.2% | -5.6% | +7.6% |
| 3M | -5.9% | +15.1% | -21.1% | -8.8% |
| 6M | +5.7% | +44.2% | -38.5% | -1.9% |
| YTD | -8.0% | +89.8% | -97.8% | -18.9% |
| 1Y | +6.0% | +94.6% | -88.6% | -7.0% |
| 3Y | +19.6% | +367.5% | -348.0% | -9.6% |
| 5Y | -34.6% | +421.4% | -456.0% | -56.7% |
| All | -20.0% | +292.3% | -312.3% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling