-65.5%
AAL vs ON
+512.2%
-577.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +10.1% | -4.1% | +14.2% | +11.8% |
| 30D | +10.6% | -10.2% | +20.8% | +15.1% |
| 3M | -5.9% | -12.7% | +6.8% | -2.0% |
| 6M | +5.7% | -32.5% | +38.2% | +16.0% |
| YTD | -8.0% | +28.6% | -36.5% | -25.8% |
| 1Y | +6.0% | +43.4% | -37.4% | -18.9% |
| 3Y | +19.6% | +3.3% | +16.3% | -3.3% |
| 5Y | -34.6% | +22.5% | -57.1% | -55.9% |
| 10Y | -65.5% | +535.7% | -601.2% | -90.1% |
| All | -65.5% | +512.2% | -577.7% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling