+937.0%
AAOI vs AAL
-28.9%
+965.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | +2.9% | -0.9% | +3.8% | +3.2% |
| 30D | -23.1% | -16.0% | -7.1% | -18.4% |
| 3M | -41.0% | -4.2% | -36.8% | -40.4% |
| 6M | -14.3% | +15.7% | -29.9% | -20.1% |
| YTD | +196.3% | -16.2% | +212.5% | +202.4% |
| 1Y | +272.6% | +0.2% | +272.4% | +258.9% |
| 3Y | +775.3% | -8.1% | +783.4% | +755.9% |
| 5Y | +1,290.2% | -32.2% | +1,322.4% | +1,334.8% |
| 10Y | +426.2% | -65.4% | +491.5% | +478.7% |
| All | +937.0% | -28.9% | +965.9% | +898.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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