-6.2%
AAL vs ON
-23.7%
+17.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -3.7% | +2.4% | -6.2% | -4.5% |
| 30D | -20.8% | -3.3% | -17.5% | -20.1% |
| 3M | -1.3% | -43.6% | +42.3% | +14.6% |
| 6M | +5.4% | +19.0% | -13.6% | -8.2% |
| YTD | -14.4% | +37.4% | -51.7% | -29.8% |
| 1Y | +2.1% | +54.8% | -52.7% | -20.8% |
| All | -6.2% | -23.7% | +17.5% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling