-32.2%
AAL vs NI
+94.6%
-126.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -16.0% | -1.4% | -14.6% | -15.5% |
| 3M | -4.2% | -10.6% | +6.3% | 0.0% |
| 6M | +15.7% | -9.9% | +25.6% | +20.3% |
| YTD | -16.2% | +1.2% | -17.3% | -16.9% |
| 1Y | +0.2% | +4.4% | -4.2% | -2.1% |
| 3Y | -8.1% | +68.6% | -76.7% | -26.6% |
| 5Y | -32.2% | +98.0% | -130.2% | -49.2% |
| All | -32.2% | +94.6% | -126.8% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling