-33.9%
AAL vs OWL
-18.7%
-15.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +3.4% | -2.1% | +5.6% | +4.7% |
| 30D | +11.7% | +11.6% | +0.2% | +5.3% |
| 3M | -7.8% | -13.8% | +6.0% | -0.7% |
| 6M | +10.2% | +7.8% | +2.4% | +4.2% |
| YTD | -8.0% | -25.8% | +17.8% | +5.2% |
| 1Y | +8.5% | -26.5% | +35.0% | +24.5% |
| 3Y | +19.5% | -9.6% | +29.1% | +14.3% |
| 5Y | -33.9% | -20.8% | -13.1% | -31.9% |
| All | -33.9% | -18.7% | -15.2% | -31.9% |
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