-21.1%
AAL vs OWL
+17.3%
-38.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | +11.7% | +13.4% | -1.7% | +5.5% |
| 3M | -12.5% | -21.2% | +8.7% | -2.8% |
| 6M | +3.6% | +4.0% | -0.4% | +0.8% |
| YTD | -14.1% | -29.0% | +14.9% | -1.9% |
| 1Y | +0.8% | -28.4% | +29.2% | +14.5% |
| 3Y | +11.8% | -14.5% | +26.3% | +15.2% |
| 5Y | -35.1% | -21.5% | -13.6% | -37.6% |
| All | -21.1% | +17.3% | -38.4% | -28.4% |
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