+7.7%
AAL vs ON
+41.6%
-33.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.7% |
| 7D | +8.3% | -5.8% | +14.2% | +9.5% |
| 30D | +6.2% | -17.1% | +23.3% | +9.9% |
| 3M | -17.7% | -11.8% | -5.9% | -16.2% |
| 6M | +15.4% | -30.2% | +45.6% | +16.8% |
| YTD | -11.1% | +31.6% | -42.6% | -31.2% |
| 1Y | +7.7% | +47.6% | -39.8% | -21.6% |
| All | +7.7% | +41.6% | -33.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling