-27.8%
AAL vs NI
+896.4%
-924.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.7% |
| 7D | -3.7% | +2.0% | -5.8% | -5.0% |
| 30D | -20.8% | -3.5% | -17.3% | -19.0% |
| 3M | -1.3% | -9.1% | +7.8% | +4.6% |
| 6M | +5.4% | -11.8% | +17.2% | +13.7% |
| YTD | -14.4% | +1.1% | -15.4% | -15.7% |
| 1Y | +2.1% | +6.7% | -4.6% | -3.3% |
| 3Y | -10.6% | +71.1% | -81.6% | -39.7% |
| 5Y | -32.2% | +94.3% | -126.5% | -59.2% |
| 10Y | -62.7% | +135.8% | -198.5% | -83.3% |
| All | -27.8% | +896.4% | -924.2% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling