-1.1%
AAL vs ROK
+4.1%
-5.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | +2.9% | +6.1% | -3.1% | -0.5% |
| 30D | +6.5% | -6.5% | +13.0% | +9.6% |
| 3M | -10.9% | -10.2% | -0.7% | -6.0% |
| 6M | +4.9% | -10.6% | +15.5% | +9.2% |
| YTD | -13.2% | +4.9% | -18.1% | -20.3% |
| 1Y | -1.1% | +3.8% | -4.9% | -8.8% |
| All | -1.1% | +4.1% | -5.2% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling