-65.5%
AAL vs O
+78.3%
-143.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +10.1% | +3.5% | +6.5% | +7.7% |
| 30D | +10.6% | +10.4% | +0.2% | +3.8% |
| 3M | -5.9% | -2.4% | -3.5% | -4.5% |
| 6M | +5.7% | -1.2% | +6.9% | +6.1% |
| YTD | -8.0% | +10.4% | -18.4% | -14.4% |
| 1Y | +6.0% | +11.4% | -5.4% | -2.1% |
| 3Y | +19.6% | +40.4% | -20.8% | -7.5% |
| 5Y | -34.6% | +12.1% | -46.7% | -41.1% |
| 10Y | -65.5% | +82.7% | -148.2% | -75.4% |
| All | -65.5% | +78.3% | -143.8% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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