-7.7%
AAL vs NEM
+249.7%
-257.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.3% | +3.9% | -4.2% | -0.9% |
| 30D | -19.0% | +12.7% | -31.7% | -20.5% |
| 3M | -5.1% | +28.7% | -33.7% | -8.8% |
| 6M | +15.5% | +9.8% | +5.7% | +13.0% |
| YTD | -15.8% | +28.1% | -43.9% | -19.1% |
| 1Y | -0.3% | +69.3% | -69.7% | -7.2% |
| 3Y | -7.7% | +247.7% | -255.3% | -21.3% |
| All | -7.7% | +249.7% | -257.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling