-66.0%
AAL vs ROL
+203.4%
-269.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.0% |
| 7D | -0.3% | -3.4% | +3.1% | +0.6% |
| 30D | -19.0% | -6.9% | -12.1% | -17.5% |
| 3M | -5.1% | -24.6% | +19.5% | +2.1% |
| 6M | +15.5% | -39.5% | +55.0% | +31.6% |
| YTD | -15.8% | -41.1% | +25.3% | -3.6% |
| 1Y | -0.3% | -37.9% | +37.6% | +12.2% |
| 3Y | -7.7% | +0.8% | -8.5% | -11.4% |
| 5Y | -32.5% | -4.7% | -27.8% | -35.6% |
| 10Y | -66.0% | +207.9% | -273.8% | -82.1% |
| All | -66.0% | +203.4% | -269.4% | -82.1% |
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