-27.8%
AAL vs ROK
+1,175.3%
-1,203.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.2% |
| 7D | -3.7% | +0.7% | -4.4% | -4.2% |
| 30D | -20.8% | -3.3% | -17.5% | -18.6% |
| 3M | -1.3% | -5.9% | +4.6% | +2.7% |
| 6M | +5.4% | +13.9% | -8.5% | -5.9% |
| YTD | -14.4% | +12.6% | -26.9% | -23.4% |
| 1Y | +2.1% | +28.6% | -26.5% | -18.1% |
| 3Y | -10.6% | +45.1% | -55.7% | -37.5% |
| 5Y | -32.2% | +45.6% | -77.8% | -55.1% |
| 10Y | -62.7% | +345.0% | -407.7% | -90.5% |
| All | -27.8% | +1,175.3% | -1,203.2% | -94.2% |
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