-32.8%
AAL vs NET
+112.9%
-145.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | -3.7% | -7.0% | +3.2% | -2.4% |
| 30D | -20.8% | -4.8% | -16.0% | -20.3% |
| 3M | -1.3% | +3.8% | -5.1% | -2.8% |
| 6M | +5.4% | +50.0% | -44.7% | -6.5% |
| YTD | -14.4% | +41.5% | -55.8% | -23.9% |
| 1Y | +2.1% | +32.8% | -30.7% | -8.4% |
| 3Y | -10.6% | +335.9% | -346.4% | -41.4% |
| All | -32.8% | +112.9% | -145.7% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling