-40.8%
AAL vs ROL
+13.1%
-53.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | +4.6% | +9.5% | -4.9% | +2.1% |
| 30D | +2.6% | +22.9% | -20.4% | -2.8% |
| 3M | -17.8% | +3.5% | -21.3% | -18.7% |
| 6M | +1.9% | -29.4% | +31.2% | +11.1% |
| YTD | -14.0% | -36.1% | +22.0% | -4.1% |
| 1Y | +0.2% | -34.4% | +34.6% | +11.0% |
| 3Y | +13.0% | +4.0% | +9.0% | +4.7% |
| All | -40.8% | +13.1% | -53.9% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling