-32.8%
AAL vs NDAQ
+55.8%
-88.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.3% |
| 7D | -3.7% | -2.4% | -1.3% | -2.4% |
| 30D | -20.8% | +2.5% | -23.3% | -22.1% |
| 3M | -1.3% | +9.9% | -11.2% | -7.3% |
| 6M | +5.4% | +9.4% | -4.1% | -1.3% |
| YTD | -14.4% | +0.4% | -14.8% | -15.9% |
| 1Y | +2.1% | +4.0% | -1.9% | -2.5% |
| 3Y | -10.6% | +94.4% | -104.9% | -43.6% |
| All | -32.8% | +55.8% | -88.6% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling