-65.1%
AAL vs O
+49.9%
-115.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.2% |
| 7D | -1.3% | -2.3% | +1.0% | +0.1% |
| 30D | -13.7% | -2.4% | -11.3% | -12.5% |
| 3M | -8.2% | -0.6% | -7.6% | -8.2% |
| 6M | +13.1% | -5.0% | +18.1% | +16.4% |
| YTD | -15.6% | +10.4% | -26.0% | -21.3% |
| 1Y | +1.4% | +6.6% | -5.1% | -3.4% |
| 3Y | -7.4% | +28.4% | -35.8% | -23.8% |
| 5Y | -35.9% | +15.3% | -51.2% | -43.3% |
| 10Y | -65.1% | +55.3% | -120.4% | -74.7% |
| All | -65.1% | +49.9% | -115.0% | -74.7% |
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