-64.8%
AAL vs OMC
+34.2%
-99.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.7% |
| 7D | -0.9% | -4.4% | +3.5% | +2.3% |
| 30D | -12.9% | -7.6% | -5.3% | -8.1% |
| 3M | -11.2% | +4.5% | -15.7% | -15.6% |
| 6M | +17.8% | -0.3% | +18.1% | +15.9% |
| YTD | -15.1% | -0.1% | -15.0% | -19.5% |
| 1Y | +0.5% | +4.6% | -4.2% | -9.7% |
| 3Y | -7.7% | +10.5% | -18.1% | -22.2% |
| 5Y | -31.3% | +31.7% | -63.1% | -51.6% |
| All | -64.8% | +34.2% | -99.0% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling