-22.5%
AAL vs ON
+1,332.3%
-1,354.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +10.1% | -4.1% | +14.2% | +11.9% |
| 30D | +10.6% | -10.2% | +20.8% | +15.4% |
| 3M | -5.9% | -12.7% | +6.8% | -1.8% |
| 6M | +5.7% | -32.5% | +38.2% | +16.9% |
| YTD | -8.0% | +28.6% | -36.5% | -26.3% |
| 1Y | +6.0% | +43.4% | -37.4% | -19.5% |
| 3Y | +19.6% | +3.3% | +16.3% | -3.3% |
| 5Y | -34.6% | +22.5% | -57.1% | -55.7% |
| 10Y | -65.5% | +535.7% | -601.2% | -91.1% |
| All | -22.5% | +1,332.3% | -1,354.8% | -88.1% |
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