-65.1%
AAL vs ROP
+132.1%
-197.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +1.1% |
| 7D | -1.3% | -6.1% | +4.8% | +2.7% |
| 30D | -13.7% | -3.4% | -10.4% | -12.1% |
| 3M | -8.2% | +16.7% | -24.8% | -18.7% |
| 6M | +13.1% | +8.1% | +5.1% | +4.7% |
| YTD | -15.6% | -11.7% | -3.9% | -10.2% |
| 1Y | +1.4% | -24.2% | +25.6% | +20.1% |
| 3Y | -7.4% | -19.0% | +11.5% | +3.2% |
| 5Y | -35.9% | -15.9% | -20.1% | -31.4% |
| 10Y | -65.1% | +135.7% | -200.8% | -83.7% |
| All | -65.1% | +132.1% | -197.3% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling