-64.8%
AAL vs NOC
+192.5%
-257.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | -12.9% | -9.7% | -3.2% | -10.7% |
| 3M | -11.2% | -5.6% | -5.5% | -10.3% |
| 6M | +17.8% | -28.6% | +46.4% | +27.9% |
| YTD | -15.1% | -7.9% | -7.3% | -14.7% |
| 1Y | +0.5% | -9.5% | +10.0% | +1.4% |
| 3Y | -7.7% | +28.4% | -36.0% | -19.2% |
| 5Y | -31.3% | +59.0% | -90.3% | -49.1% |
| All | -64.8% | +192.5% | -257.3% | -79.9% |
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