-27.6%
AAL vs AON
+1,264.1%
-1,291.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -2.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.8% |
| 30D | +11.7% | +23.2% | -11.5% | -4.5% |
| 3M | -12.5% | -5.0% | -7.5% | -10.1% |
| 6M | +3.6% | +9.3% | -5.7% | -5.5% |
| YTD | -14.1% | -3.4% | -10.7% | -15.4% |
| 1Y | +0.8% | -2.9% | +3.6% | -1.4% |
| 3Y | +11.8% | +3.6% | +8.2% | -0.2% |
| 5Y | -35.1% | +16.9% | -52.0% | -48.4% |
| 10Y | -68.3% | +234.4% | -302.6% | -90.4% |
| All | -27.6% | +1,264.1% | -1,291.8% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling