-27.8%
AAL vs NDAQ
+1,378.6%
-1,406.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.4% |
| 7D | -3.7% | -2.4% | -1.3% | -2.3% |
| 30D | -20.8% | +2.5% | -23.3% | -22.2% |
| 3M | -1.3% | +9.9% | -11.2% | -8.1% |
| 6M | +5.4% | +9.4% | -4.1% | -2.1% |
| YTD | -14.4% | +0.4% | -14.8% | -16.5% |
| 1Y | +2.1% | +4.0% | -1.9% | -3.1% |
| 3Y | -10.6% | +94.4% | -104.9% | -44.3% |
| 5Y | -32.2% | +56.7% | -88.9% | -52.2% |
| 10Y | -62.7% | +375.3% | -438.0% | -88.1% |
| All | -27.8% | +1,378.6% | -1,406.5% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling