-22.2%
AAL vs ROP
+1,245.2%
-1,267.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.5% | +8.3% |
| 7D | +8.3% | -1.6% | +9.9% | +9.6% |
| 30D | +11.0% | +29.5% | -18.6% | -10.7% |
| 3M | -11.2% | +17.5% | -28.7% | -23.4% |
| 6M | +6.1% | +38.1% | -32.0% | -21.8% |
| YTD | -7.6% | +7.0% | -14.6% | -17.0% |
| 1Y | +3.7% | +6.5% | -2.8% | -6.5% |
| 3Y | +20.5% | -5.5% | +26.0% | +17.8% |
| 5Y | -36.4% | -0.4% | -36.0% | -41.2% |
| 10Y | -65.4% | +183.6% | -249.0% | -88.3% |
| All | -22.2% | +1,245.2% | -1,267.4% | -92.9% |
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