-0.3%
AAL vs ROL
-37.3%
+37.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.2% |
| 7D | -0.3% | -3.4% | +3.1% | +0.3% |
| 30D | -19.0% | -6.9% | -12.1% | -18.0% |
| 3M | -5.1% | -24.6% | +19.5% | -0.4% |
| 6M | +15.5% | -39.5% | +55.0% | +24.5% |
| YTD | -15.8% | -41.1% | +25.3% | -8.5% |
| 1Y | -0.3% | -37.9% | +37.6% | +9.4% |
| All | -0.3% | -37.3% | +37.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling