-31.4%
AAL vs O
+15.2%
-46.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -3.7% | -0.7% | -3.0% | -3.4% |
| 30D | -20.8% | -1.9% | -18.9% | -20.0% |
| 3M | -1.3% | +3.8% | -5.1% | -3.7% |
| 6M | +5.4% | -4.7% | +10.1% | +7.9% |
| YTD | -14.4% | +12.5% | -26.8% | -20.4% |
| 1Y | +2.1% | +10.8% | -8.7% | -4.4% |
| 3Y | -10.6% | +28.8% | -39.3% | -25.5% |
| All | -31.4% | +15.2% | -46.6% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling