-27.8%
AAL vs ON
+1,430.5%
-1,458.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -3.7% | +2.4% | -6.2% | -4.8% |
| 30D | -20.8% | -3.3% | -17.5% | -19.8% |
| 3M | -1.3% | -43.6% | +42.3% | +21.7% |
| 6M | +5.4% | +19.0% | -13.6% | -10.1% |
| YTD | -14.4% | +37.4% | -51.7% | -32.4% |
| 1Y | +2.1% | +54.8% | -52.7% | -24.8% |
| 3Y | -10.6% | -25.2% | +14.6% | -16.2% |
| 5Y | -32.2% | +62.7% | -94.9% | -59.7% |
| 10Y | -62.7% | +574.3% | -637.1% | -90.5% |
| All | -27.8% | +1,430.5% | -1,458.3% | -89.1% |
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