-68.6%
AAL vs ROK
+264.0%
-332.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.7% |
| 7D | -0.1% | +7.1% | -7.2% | -4.9% |
| 30D | +11.7% | -5.0% | +16.7% | +14.7% |
| 3M | -12.5% | -9.4% | -3.2% | -7.1% |
| 6M | +3.6% | -11.0% | +14.6% | +10.8% |
| YTD | -14.1% | +4.4% | -18.5% | -19.3% |
| 1Y | +0.8% | +7.4% | -6.6% | -7.4% |
| 3Y | +11.8% | +61.0% | -49.2% | -27.8% |
| 5Y | -35.1% | +30.4% | -65.5% | -52.2% |
| All | -68.6% | +264.0% | -332.6% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling