-23.1%
AAL vs OWL
+22.7%
-45.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.1% |
| 7D | -0.9% | -11.9% | +11.0% | +4.8% |
| 30D | -16.0% | -13.7% | -2.2% | -10.4% |
| 3M | -4.2% | +12.3% | -16.5% | -9.9% |
| 6M | +15.7% | +15.0% | +0.6% | +6.5% |
| YTD | -16.2% | -25.7% | +9.6% | -6.2% |
| 1Y | +0.2% | -39.5% | +39.7% | +22.5% |
| 3Y | -8.1% | +0.9% | -9.0% | -11.9% |
| 5Y | -32.2% | -16.5% | -15.7% | -36.2% |
| All | -23.1% | +22.7% | -45.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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