-27.8%
AAL vs ODFL
+5,847.8%
-5,875.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.7% | -6.3% | +2.5% | +0.3% |
| 30D | -20.8% | -13.6% | -7.2% | -13.0% |
| 3M | -1.3% | -24.2% | +22.9% | +17.4% |
| 6M | +5.4% | -13.8% | +19.2% | +14.1% |
| YTD | -14.4% | +19.0% | -33.4% | -25.9% |
| 1Y | +2.1% | +25.7% | -23.6% | -15.9% |
| 3Y | -10.6% | -13.1% | +2.6% | -11.1% |
| 5Y | -32.2% | +26.7% | -58.9% | -51.0% |
| 10Y | -62.7% | +721.5% | -784.2% | -93.5% |
| All | -27.8% | +5,847.8% | -5,875.6% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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