-64.8%
AAL vs TROW
+130.0%
-194.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.1% |
| 7D | -0.9% | -3.2% | +2.3% | +1.5% |
| 30D | -12.9% | -4.6% | -8.3% | -9.8% |
| 3M | -11.2% | -0.7% | -10.5% | -11.1% |
| 6M | +17.8% | +22.2% | -4.4% | +0.6% |
| YTD | -15.1% | +6.6% | -21.8% | -20.0% |
| 1Y | +0.5% | +5.8% | -5.4% | -4.7% |
| 3Y | -7.7% | +11.6% | -19.3% | -16.3% |
| 5Y | -31.3% | -38.9% | +7.6% | -5.3% |
| All | -64.8% | +130.0% | -194.8% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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