-66.0%
AAL vs NDAQ
+372.3%
-438.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.5% |
| 7D | -0.3% | -2.6% | +2.3% | +1.1% |
| 30D | -19.0% | +0.5% | -19.5% | -19.4% |
| 3M | -5.1% | +9.9% | -15.0% | -11.0% |
| 6M | +15.5% | +8.2% | +7.3% | +8.7% |
| YTD | -15.8% | -1.5% | -14.3% | -16.6% |
| 1Y | -0.3% | +1.3% | -1.6% | -3.2% |
| 3Y | -7.7% | +92.6% | -100.2% | -40.5% |
| 5Y | -32.5% | +53.8% | -86.3% | -51.2% |
| 10Y | -66.0% | +376.0% | -441.9% | -88.9% |
| All | -66.0% | +372.3% | -438.3% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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