-27.6%
AAL vs ROL
+1,874.8%
-1,902.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.3% |
| 7D | +4.6% | +9.5% | -4.9% | -1.4% |
| 30D | +2.6% | +22.9% | -20.4% | -10.5% |
| 3M | -17.8% | +3.5% | -21.3% | -20.3% |
| 6M | +1.9% | -29.4% | +31.2% | +25.1% |
| YTD | -14.0% | -36.1% | +22.0% | +11.6% |
| 1Y | +0.2% | -34.4% | +34.6% | +27.7% |
| 3Y | +13.0% | +4.0% | +9.0% | +0.2% |
| 5Y | -39.6% | +13.2% | -52.8% | -52.1% |
| 10Y | -65.7% | +219.7% | -285.3% | -90.7% |
| All | -27.6% | +1,874.8% | -1,902.4% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling