-22.5%
AAL vs NOC
+1,667.6%
-1,690.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.4% |
| 7D | +10.1% | -0.3% | +10.4% | +10.0% |
| 30D | +10.6% | +14.1% | -3.5% | +1.7% |
| 3M | -5.9% | -4.6% | -1.3% | -4.2% |
| 6M | +5.7% | +0.7% | +5.0% | +3.1% |
| YTD | -8.0% | -2.6% | -5.3% | -10.5% |
| 1Y | +6.0% | -1.0% | +7.0% | +1.7% |
| 3Y | +19.6% | +24.5% | -4.9% | -7.0% |
| 5Y | -34.6% | +64.3% | -98.9% | -63.2% |
| 10Y | -65.5% | +162.8% | -228.3% | -88.7% |
| All | -22.5% | +1,667.6% | -1,690.0% | -96.2% |
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 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