-32.8%
AAL vs ROL
-3.8%
-29.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.7% | -1.4% | -2.3% | -3.4% |
| 30D | -20.8% | -4.1% | -16.7% | -20.1% |
| 3M | -1.3% | -22.5% | +21.2% | +4.6% |
| 6M | +5.4% | -37.7% | +43.0% | +17.4% |
| YTD | -14.4% | -39.6% | +25.2% | -4.1% |
| 1Y | +2.1% | -36.0% | +38.1% | +12.5% |
| 3Y | -10.6% | -5.1% | -5.4% | -13.6% |
| All | -32.8% | -3.8% | -29.0% | -40.5% |
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