-26.8%
AAL vs NOC
+1,669.2%
-1,696.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.4% |
| 7D | +2.9% | +4.5% | -1.6% | +0.4% |
| 30D | +6.5% | +14.1% | -7.6% | -2.0% |
| 3M | -10.9% | -4.5% | -6.4% | -9.3% |
| 6M | +4.9% | -0.8% | +5.6% | +3.3% |
| YTD | -13.2% | -2.5% | -10.7% | -15.7% |
| 1Y | -1.1% | -0.1% | -1.0% | -5.6% |
| 3Y | +12.8% | +24.6% | -11.8% | -12.3% |
| 5Y | -34.4% | +65.6% | -100.0% | -63.3% |
| 10Y | -67.9% | +160.5% | -228.5% | -89.4% |
| All | -26.8% | +1,669.2% | -1,696.1% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling