-27.6%
AAL vs ROP
+1,259.4%
-1,286.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +4.3% |
| 7D | +4.6% | +2.1% | +2.5% | +2.8% |
| 30D | +2.6% | +32.9% | -30.3% | -19.1% |
| 3M | -17.8% | +20.3% | -38.1% | -30.4% |
| 6M | +1.9% | +36.8% | -34.9% | -24.3% |
| YTD | -14.0% | +8.1% | -22.1% | -23.4% |
| 1Y | +0.2% | +8.3% | -8.0% | -10.8% |
| 3Y | +13.0% | -3.2% | +16.3% | +8.5% |
| 5Y | -39.6% | +1.7% | -41.3% | -45.1% |
| 10Y | -65.7% | +199.2% | -264.9% | -88.9% |
| All | -27.6% | +1,259.4% | -1,286.9% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling