+1.4%
AAL vs ON
+45.3%
-43.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | -13.7% | -11.0% | -2.7% | -11.9% |
| 3M | -8.2% | -39.3% | +31.2% | -1.0% |
| 6M | +13.1% | +19.8% | -6.7% | -3.0% |
| YTD | -15.6% | +31.1% | -46.7% | -29.8% |
| 1Y | +1.4% | +46.0% | -44.6% | -19.2% |
| All | +1.4% | +45.3% | -43.9% | -19.2% |
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