-6.2%
AAL vs ROL
+7.0%
-13.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | -20.8% | -4.1% | -16.7% | -20.4% |
| 3M | -1.3% | -22.5% | +21.2% | +2.0% |
| 6M | +5.4% | -37.7% | +43.0% | +11.5% |
| YTD | -14.4% | -39.6% | +25.2% | -9.1% |
| 1Y | +2.1% | -36.0% | +38.1% | +7.8% |
| All | -6.2% | +7.0% | -13.3% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling