+20.5%
AAL vs ON
+4.3%
+16.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.2% | -1.7% | +4.5% |
| 7D | +8.3% | -1.4% | +9.7% | +8.5% |
| 30D | +11.0% | -10.9% | +21.8% | +14.7% |
| 3M | -11.2% | -14.9% | +3.7% | -7.5% |
| 6M | +6.1% | -33.0% | +39.1% | +13.8% |
| YTD | -7.6% | +27.6% | -35.3% | -25.0% |
| 1Y | +3.7% | +44.5% | -40.8% | -20.2% |
| 3Y | +20.5% | +7.4% | +13.1% | -11.7% |
| All | +20.5% | +4.3% | +16.2% | -11.7% |
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