-65.4%
AAL vs OVV
+48.9%
-114.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.4% |
| 7D | +8.3% | -10.7% | +19.0% | +11.2% |
| 30D | +11.0% | -5.3% | +16.3% | +11.9% |
| 3M | -11.2% | +2.4% | -13.6% | -12.7% |
| 6M | +6.1% | +5.7% | +0.4% | +2.2% |
| YTD | -7.6% | +56.8% | -64.4% | -21.5% |
| 1Y | +3.7% | +59.3% | -55.5% | -12.5% |
| 3Y | +20.5% | +49.0% | -28.5% | +0.8% |
| 5Y | -36.4% | +88.1% | -124.5% | -53.5% |
| 10Y | -65.4% | +42.5% | -108.0% | -83.5% |
| All | -65.4% | +48.9% | -114.3% | -83.5% |
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