+0.8%
AAL vs ON
+45.4%
-44.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | -0.3% |
| 7D | -0.1% | +12.2% | -12.3% | -2.4% |
| 30D | +11.7% | -3.1% | +14.8% | +12.0% |
| 3M | -12.5% | -12.9% | +0.3% | -10.9% |
| 6M | +3.6% | -38.6% | +42.2% | +8.9% |
| YTD | -14.1% | +31.2% | -45.3% | -32.7% |
| 1Y | +0.8% | +47.6% | -46.9% | -24.4% |
| All | +0.8% | +45.4% | -44.7% | -24.4% |
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