-22.5%
AAL vs ROK
+1,094.1%
-1,116.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -1.8% |
| 7D | +3.4% | -8.5% | +11.9% | +9.9% |
| 30D | +11.7% | -6.4% | +18.1% | +16.3% |
| 3M | -7.8% | -8.8% | +1.1% | -2.2% |
| 6M | +10.2% | -10.5% | +20.7% | +17.8% |
| YTD | -8.0% | +5.4% | -13.4% | -14.5% |
| 1Y | +8.5% | +5.0% | +3.6% | +1.2% |
| 3Y | +19.5% | +64.3% | -44.8% | -25.5% |
| 5Y | -33.9% | +34.0% | -67.9% | -53.5% |
| 10Y | -66.0% | +268.2% | -334.2% | -89.9% |
| All | -22.5% | +1,094.1% | -1,116.6% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling