-55.9%
AAL vs NET
+1,449.6%
-1,505.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.5% |
| 7D | -3.7% | -7.0% | +3.2% | -2.8% |
| 30D | -20.8% | -4.8% | -16.0% | -20.5% |
| 3M | -1.3% | +3.8% | -5.1% | -2.3% |
| 6M | +5.4% | +50.0% | -44.7% | -2.3% |
| YTD | -14.4% | +41.5% | -55.8% | -20.5% |
| 1Y | +2.1% | +32.8% | -30.7% | -4.6% |
| 3Y | -10.6% | +335.9% | -346.4% | -30.3% |
| 5Y | -32.2% | +113.8% | -146.0% | -49.0% |
| All | -55.9% | +1,449.6% | -1,505.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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