-65.4%
AAL vs ROL
+222.1%
-287.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.4% | +6.9% |
| 7D | +8.3% | +7.5% | +0.7% | +6.2% |
| 30D | +11.0% | +21.1% | -10.2% | +5.5% |
| 3M | -11.2% | +3.1% | -14.3% | -12.1% |
| 6M | +6.1% | -27.4% | +33.5% | +14.9% |
| YTD | -7.6% | -34.7% | +27.1% | +2.7% |
| 1Y | +3.7% | -32.9% | +36.7% | +14.4% |
| 3Y | +20.5% | +6.1% | +14.4% | +14.3% |
| 5Y | -36.4% | +16.3% | -52.7% | -42.4% |
| 10Y | -65.4% | +214.9% | -280.3% | -83.1% |
| All | -65.4% | +222.1% | -287.5% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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