-64.8%
AAL vs OVV
+61.5%
-126.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.7% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -20.8% | +11.7% | -32.5% | -23.3% |
| 3M | -1.3% | +9.8% | -11.1% | -4.7% |
| 6M | +5.4% | +26.6% | -21.2% | -3.4% |
| YTD | -14.4% | +67.0% | -81.4% | -27.8% |
| 1Y | +2.1% | +55.9% | -53.8% | -12.8% |
| 3Y | -10.6% | +45.5% | -56.1% | -24.4% |
| 5Y | -32.2% | +157.3% | -189.6% | -54.4% |
| All | -64.8% | +61.5% | -126.4% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling