-68.6%
AAL vs ROST
+300.7%
-369.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | +0.5% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +11.7% | +0.5% | +11.2% | +11.5% |
| 3M | -12.5% | -5.2% | -7.3% | -9.6% |
| 6M | +3.6% | +9.8% | -6.2% | -3.5% |
| YTD | -14.1% | +29.4% | -43.5% | -28.4% |
| 1Y | +0.8% | +44.4% | -43.6% | -21.9% |
| 3Y | +11.8% | +95.0% | -83.2% | -30.4% |
| 5Y | -35.1% | +111.9% | -146.9% | -63.1% |
| All | -68.6% | +300.7% | -369.3% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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