-32.8%
AAL vs ON
+62.4%
-95.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -3.7% | +2.4% | -6.2% | -4.6% |
| 30D | -20.8% | -3.3% | -17.5% | -20.0% |
| 3M | -1.3% | -43.6% | +42.3% | +17.3% |
| 6M | +5.4% | +19.0% | -13.6% | -8.8% |
| YTD | -14.4% | +37.4% | -51.7% | -30.7% |
| 1Y | +2.1% | +54.8% | -52.7% | -22.2% |
| 3Y | -10.6% | -25.2% | +14.6% | -17.3% |
| All | -32.8% | +62.4% | -95.2% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling