-22.2%
AAL vs ON
+1,322.0%
-1,344.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.2% | -1.7% | +3.3% |
| 7D | +8.3% | -1.4% | +9.7% | +8.6% |
| 30D | +11.0% | -10.9% | +21.8% | +16.2% |
| 3M | -11.2% | -14.9% | +3.7% | -6.2% |
| 6M | +6.1% | -33.0% | +39.1% | +17.7% |
| YTD | -7.6% | +27.6% | -35.3% | -25.8% |
| 1Y | +3.7% | +44.5% | -40.8% | -21.6% |
| 3Y | +20.5% | +7.4% | +13.1% | -4.4% |
| 5Y | -36.4% | +18.7% | -55.1% | -56.3% |
| 10Y | -65.4% | +516.0% | -581.4% | -90.9% |
| All | -22.2% | +1,322.0% | -1,344.2% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling