-64.8%
AAL vs AON
+204.8%
-269.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.2% |
| 7D | -0.9% | -6.3% | +5.4% | +2.9% |
| 30D | -12.9% | -14.1% | +1.2% | -5.1% |
| 3M | -11.2% | -9.5% | -1.7% | -7.0% |
| 6M | +17.8% | -4.0% | +21.9% | +17.6% |
| YTD | -15.1% | -13.8% | -1.3% | -9.7% |
| 1Y | +0.5% | -18.3% | +18.7% | +10.5% |
| 3Y | -7.7% | -7.2% | -0.5% | -9.5% |
| 5Y | -31.3% | +7.3% | -38.7% | -40.9% |
| All | -64.8% | +204.8% | -269.6% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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