-21.4%
AAL vs OWL
+38.2%
-59.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -3.7% | -2.2% | -1.5% | -2.8% |
| 30D | -20.8% | +3.7% | -24.5% | -22.3% |
| 3M | -1.3% | +17.5% | -18.8% | -8.9% |
| 6M | +5.4% | +18.5% | -13.2% | -4.1% |
| YTD | -14.4% | -16.3% | +2.0% | -9.1% |
| 1Y | +2.1% | -29.7% | +31.8% | +16.6% |
| 3Y | -10.6% | +14.2% | -24.7% | -18.8% |
| 5Y | -32.2% | +2.5% | -34.7% | -39.8% |
| All | -21.4% | +38.2% | -59.6% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling