-27.6%
AAL vs OVV
-33.8%
+6.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.1% |
| 7D | +4.6% | -16.7% | +21.3% | +9.0% |
| 30D | +2.6% | -1.5% | +4.1% | +2.4% |
| 3M | -17.8% | +1.6% | -19.3% | -18.9% |
| 6M | +1.9% | +2.0% | -0.2% | -0.8% |
| YTD | -14.0% | +56.8% | -70.8% | -26.1% |
| 1Y | +0.2% | +64.8% | -64.6% | -15.2% |
| 3Y | +13.0% | +38.3% | -25.2% | -2.3% |
| 5Y | -39.6% | +84.9% | -124.5% | -54.3% |
| 10Y | -65.7% | +54.5% | -120.2% | -80.7% |
| All | -27.6% | -33.8% | +6.2% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling