-68.3%
AAL vs NOC
+159.4%
-227.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +2.9% | +4.5% | -1.6% | +1.9% |
| 30D | +6.5% | +14.1% | -7.6% | +2.9% |
| 3M | -10.9% | -4.5% | -6.4% | -10.1% |
| 6M | +4.9% | -0.8% | +5.6% | +4.5% |
| YTD | -13.2% | -2.5% | -10.7% | -14.1% |
| 1Y | -1.1% | -0.1% | -1.0% | -2.9% |
| 3Y | +12.8% | +24.6% | -11.8% | +1.0% |
| 5Y | -34.4% | +65.6% | -100.0% | -51.6% |
| All | -68.3% | +159.4% | -227.7% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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