-35.9%
AAL vs ROK
+45.0%
-81.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -13.7% | -1.8% | -11.9% | -12.7% |
| 3M | -8.2% | -7.2% | -1.0% | -4.2% |
| 6M | +13.1% | +14.2% | -1.0% | +3.1% |
| YTD | -15.6% | +10.6% | -26.2% | -21.7% |
| 1Y | +1.4% | +25.9% | -24.5% | -13.5% |
| 3Y | -7.4% | +50.8% | -58.2% | -31.7% |
| 5Y | -35.9% | +47.0% | -83.0% | -56.9% |
| All | -35.9% | +45.0% | -81.0% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling