-22.5%
AAL vs O
+672.1%
-694.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +3.4% | +0.6% | +2.9% | +3.0% |
| 30D | +11.7% | +9.4% | +2.3% | +4.0% |
| 3M | -7.8% | -2.4% | -5.4% | -6.1% |
| 6M | +10.2% | -1.9% | +12.1% | +11.3% |
| YTD | -8.0% | +10.5% | -18.5% | -16.0% |
| 1Y | +8.5% | +10.0% | -1.4% | -0.6% |
| 3Y | +19.5% | +40.5% | -21.0% | -12.9% |
| 5Y | -33.9% | +10.2% | -44.1% | -41.7% |
| 10Y | -66.0% | +82.5% | -148.5% | -82.4% |
| All | -22.5% | +672.1% | -694.6% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling