-35.9%
AAL vs OWL
-6.9%
-29.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.9% |
| 7D | -1.3% | -6.4% | +5.1% | +2.1% |
| 30D | -13.7% | -5.0% | -8.7% | -11.7% |
| 3M | -8.2% | +15.4% | -23.6% | -15.7% |
| 6M | +13.1% | +15.5% | -2.4% | +2.4% |
| YTD | -15.6% | -22.7% | +7.1% | -5.7% |
| 1Y | +1.4% | -34.1% | +35.5% | +22.7% |
| 3Y | -7.4% | +5.1% | -12.5% | -17.9% |
| 5Y | -35.9% | -11.5% | -24.5% | -43.5% |
| All | -35.9% | -6.9% | -29.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling