-8.2%
AAL vs OXY
-1.9%
-6.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | -13.7% | +4.5% | -18.3% | -13.7% |
| 3M | -8.2% | +8.9% | -17.1% | -7.9% |
| 6M | +13.1% | +12.5% | +0.7% | +11.0% |
| YTD | -15.6% | +50.5% | -66.1% | -24.1% |
| 1Y | +1.4% | +38.6% | -37.2% | -6.8% |
| All | -8.2% | -1.9% | -6.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 3y: compounded portfolio wealth divided by compounded OXY 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…
3y analysis · Full analysis span regression · 6 months rolling