-27.8%
AAL vs O
+686.2%
-714.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.9% |
| 7D | -3.7% | -0.7% | -3.0% | -3.2% |
| 30D | -20.8% | -1.9% | -18.9% | -19.6% |
| 3M | -1.3% | +3.8% | -5.1% | -4.7% |
| 6M | +5.4% | -4.7% | +10.1% | +9.0% |
| YTD | -14.4% | +12.5% | -26.8% | -22.9% |
| 1Y | +2.1% | +10.8% | -8.7% | -7.1% |
| 3Y | -10.6% | +28.8% | -39.3% | -30.3% |
| 5Y | -32.2% | +13.2% | -45.4% | -41.8% |
| 10Y | -62.7% | +53.5% | -116.2% | -77.8% |
| All | -27.8% | +686.2% | -714.0% | -91.0% |
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