-65.2%
AAL vs ROK
+350.4%
-415.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.1% |
| 7D | -0.9% | -1.6% | +0.7% | +0.3% |
| 30D | -16.0% | -5.4% | -10.5% | -12.4% |
| 3M | -4.2% | -4.0% | -0.3% | -2.0% |
| 6M | +15.7% | +13.3% | +2.3% | +4.1% |
| YTD | -16.2% | +9.3% | -25.5% | -22.8% |
| 1Y | +0.2% | +25.8% | -25.6% | -17.2% |
| 3Y | -8.1% | +49.1% | -57.2% | -35.8% |
| 5Y | -32.2% | +45.9% | -78.0% | -54.0% |
| All | -65.2% | +350.4% | -415.7% | -88.5% |
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