-35.9%
AAL vs AON
+9.3%
-45.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.8% |
| 7D | -1.3% | -7.9% | +6.6% | +2.3% |
| 30D | -13.7% | -14.6% | +0.9% | -7.8% |
| 3M | -8.2% | -7.9% | -0.3% | -5.7% |
| 6M | +13.1% | -8.0% | +21.1% | +15.5% |
| YTD | -15.6% | -13.2% | -2.4% | -11.5% |
| 1Y | +1.4% | -16.4% | +17.8% | +8.4% |
| 3Y | -7.4% | -6.7% | -0.8% | -8.8% |
| 5Y | -35.9% | +8.0% | -44.0% | -47.8% |
| All | -35.9% | +9.3% | -45.2% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling