-27.6%
AAL vs O
+665.2%
-692.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.6% |
| 7D | +4.6% | +3.7% | +0.9% | +1.7% |
| 30D | +2.6% | +11.2% | -8.6% | -5.8% |
| 3M | -17.8% | -4.0% | -13.8% | -15.2% |
| 6M | +1.9% | -5.2% | +7.1% | +5.6% |
| YTD | -14.0% | +9.5% | -23.5% | -21.0% |
| 1Y | +0.2% | +10.6% | -10.4% | -8.7% |
| 3Y | +13.0% | +38.1% | -25.1% | -16.5% |
| 5Y | -39.6% | +10.2% | -49.8% | -46.8% |
| 10Y | -65.7% | +71.4% | -137.1% | -81.3% |
| All | -27.6% | +665.2% | -692.8% | -90.8% |
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