+41.6%
AA vs NSC
+296.2%
-254.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.4% |
| 7D | +0.5% | +2.5% | -2.0% | -1.5% |
| 30D | -0.6% | +1.7% | -2.3% | -2.2% |
| 3M | -19.7% | -2.6% | -17.1% | -18.3% |
| 6M | -41.6% | +6.4% | -48.0% | -45.9% |
| YTD | -24.6% | +15.5% | -40.1% | -36.2% |
| 1Y | +4.9% | +17.6% | -12.7% | -12.8% |
| 3Y | +66.8% | +75.0% | -8.1% | -7.0% |
| 5Y | -19.4% | +32.2% | -51.6% | -41.0% |
| All | +41.6% | +296.2% | -254.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling