-65.1%
AAL vs ON
+564.6%
-629.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -1.3% | -1.9% | +0.6% | -0.6% |
| 30D | -13.7% | -11.0% | -2.7% | -9.6% |
| 3M | -8.2% | -39.3% | +31.2% | +8.7% |
| 6M | +13.1% | +19.8% | -6.7% | -3.6% |
| YTD | -15.6% | +31.1% | -46.7% | -31.5% |
| 1Y | +1.4% | +46.0% | -44.6% | -22.6% |
| 3Y | -7.4% | -27.5% | +20.1% | -12.4% |
| 5Y | -35.9% | +56.9% | -92.8% | -61.3% |
| 10Y | -65.1% | +591.8% | -656.9% | -89.0% |
| All | -65.1% | +564.6% | -629.7% | -89.0% |
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