-29.0%
AAL vs TROW
+557.6%
-586.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.7% |
| 30D | -19.0% | -4.0% | -15.0% | -16.3% |
| 3M | -5.1% | +5.0% | -10.1% | -9.2% |
| 6M | +15.5% | +24.3% | -8.8% | -4.0% |
| YTD | -15.8% | +9.8% | -25.6% | -22.8% |
| 1Y | -0.3% | +6.4% | -6.8% | -6.3% |
| 3Y | -7.7% | +15.8% | -23.5% | -19.3% |
| 5Y | -32.5% | -37.3% | +4.8% | -6.7% |
| 10Y | -66.0% | +130.6% | -196.6% | -85.0% |
| All | -29.0% | +557.6% | -586.7% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling