-64.8%
AAL vs NI
+143.3%
-208.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | -12.9% | -1.4% | -11.5% | -12.5% |
| 3M | -11.2% | -10.6% | -0.6% | -7.7% |
| 6M | +17.8% | -9.3% | +27.2% | +21.7% |
| YTD | -15.1% | +1.1% | -16.3% | -15.8% |
| 1Y | +0.5% | +3.4% | -2.9% | -1.2% |
| 3Y | -7.7% | +67.9% | -75.5% | -24.1% |
| 5Y | -31.3% | +98.0% | -129.3% | -47.0% |
| All | -64.8% | +143.3% | -208.0% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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