-64.8%
AAL vs ROST
+317.9%
-382.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | -0.3% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | -12.9% | -6.9% | -6.0% | -8.9% |
| 3M | -11.2% | -3.3% | -7.9% | -9.7% |
| 6M | +17.8% | +9.0% | +8.8% | +10.5% |
| YTD | -15.1% | +28.9% | -44.0% | -29.0% |
| 1Y | +0.5% | +54.0% | -53.5% | -25.6% |
| 3Y | -7.7% | +100.7% | -108.4% | -43.6% |
| 5Y | -31.3% | +116.0% | -147.4% | -61.4% |
| All | -64.8% | +317.9% | -382.7% | -85.4% |
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