-35.9%
AAL vs NEM
+156.0%
-191.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | +0.1% |
| 7D | -1.3% | +3.1% | -4.3% | -1.6% |
| 30D | -13.7% | +10.0% | -23.7% | -14.6% |
| 3M | -8.2% | +30.9% | -39.1% | -11.0% |
| 6M | +13.1% | +10.5% | +2.6% | +11.2% |
| YTD | -15.6% | +29.7% | -45.3% | -18.2% |
| 1Y | +1.4% | +71.1% | -69.7% | -3.8% |
| 3Y | -7.4% | +252.1% | -259.5% | -17.0% |
| 5Y | -35.9% | +157.7% | -193.7% | -44.3% |
| All | -35.9% | +156.0% | -191.9% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling