-27.8%
AAL vs AON
+1,199.4%
-1,227.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.1% |
| 7D | -3.7% | -9.1% | +5.4% | +2.8% |
| 30D | -20.8% | -10.2% | -10.6% | -14.7% |
| 3M | -1.3% | +0.5% | -1.8% | -3.3% |
| 6M | +5.4% | -4.8% | +10.2% | +6.1% |
| YTD | -14.4% | -8.0% | -6.4% | -12.1% |
| 1Y | +2.1% | -13.1% | +15.2% | +9.0% |
| 3Y | -10.6% | -1.3% | -9.3% | -16.9% |
| 5Y | -32.2% | +14.9% | -47.1% | -45.7% |
| 10Y | -62.7% | +214.9% | -277.6% | -88.2% |
| All | -27.8% | +1,199.4% | -1,227.3% | -91.6% |
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