-27.8%
AAL vs ROP
+1,058.8%
-1,086.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +4.1% |
| 7D | -3.7% | -4.4% | +0.7% | -0.2% |
| 30D | -20.8% | +3.2% | -24.0% | -23.2% |
| 3M | -1.3% | +23.1% | -24.3% | -18.6% |
| 6M | +5.4% | +13.3% | -7.9% | -8.3% |
| YTD | -14.4% | -7.9% | -6.5% | -12.1% |
| 1Y | +2.1% | -22.1% | +24.2% | +19.9% |
| 3Y | -10.6% | -16.8% | +6.2% | -1.9% |
| 5Y | -32.2% | -13.5% | -18.7% | -29.3% |
| 10Y | -62.7% | +137.7% | -200.4% | -85.2% |
| All | -27.8% | +1,058.8% | -1,086.6% | -92.5% |
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