-29.0%
AAL vs OXY
+148.4%
-177.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -19.0% | +8.5% | -27.5% | -21.4% |
| 3M | -5.1% | +6.0% | -11.1% | -8.3% |
| 6M | +15.5% | +13.0% | +2.5% | +6.8% |
| YTD | -15.8% | +48.9% | -64.7% | -30.2% |
| 1Y | -0.3% | +36.4% | -36.7% | -15.2% |
| 3Y | -7.7% | -2.3% | -5.4% | -13.4% |
| 5Y | -32.5% | +160.6% | -193.1% | -59.8% |
| 10Y | -66.0% | +2.0% | -67.9% | -77.3% |
| All | -29.0% | +148.4% | -177.5% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling