-32.8%
AAL vs OVV
+160.2%
-193.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.5% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -20.8% | +11.7% | -32.5% | -22.5% |
| 3M | -1.3% | +9.8% | -11.1% | -3.6% |
| 6M | +5.4% | +26.6% | -21.2% | -1.5% |
| YTD | -14.4% | +67.0% | -81.4% | -25.7% |
| 1Y | +2.1% | +55.9% | -53.8% | -10.3% |
| 3Y | -10.6% | +45.5% | -56.1% | -22.8% |
| All | -32.8% | +160.2% | -193.0% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling