-35.9%
AAL vs NOC
+55.2%
-91.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -1.4% |
| 30D | -13.7% | -10.4% | -3.4% | -14.0% |
| 3M | -8.2% | -5.6% | -2.6% | -8.3% |
| 6M | +13.1% | -30.4% | +43.5% | +11.8% |
| YTD | -15.6% | -8.5% | -7.1% | -15.9% |
| 1Y | +1.4% | -8.3% | +9.7% | +1.1% |
| 3Y | -7.4% | +28.2% | -35.7% | -7.0% |
| 5Y | -35.9% | +56.7% | -92.7% | -40.2% |
| All | -35.9% | +55.2% | -91.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling