-54.7%
AAL vs ONTO
+508.7%
-563.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.9% | -9.0% | -3.4% |
| 7D | +3.4% | +16.4% | -12.9% | -3.1% |
| 30D | +11.7% | -21.4% | +33.2% | +19.8% |
| 3M | -7.8% | -32.7% | +25.0% | +3.3% |
| 6M | +10.2% | -25.2% | +35.4% | +12.5% |
| YTD | -8.0% | +36.2% | -44.3% | -29.1% |
| 1Y | +8.5% | +61.2% | -52.6% | -22.4% |
| 3Y | +19.5% | +58.7% | -39.2% | -29.3% |
| 5Y | -33.9% | +143.6% | -177.5% | -72.4% |
| All | -54.7% | +508.7% | -563.4% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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