-64.8%
AAL vs NRG
+1,083.9%
-1,148.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | -0.9% | -4.7% | +3.8% | +0.7% |
| 30D | -12.9% | -6.0% | -6.9% | -11.3% |
| 3M | -11.2% | -8.0% | -3.2% | -10.2% |
| 6M | +17.8% | -23.2% | +41.0% | +26.2% |
| YTD | -15.1% | -28.1% | +12.9% | -7.8% |
| 1Y | +0.5% | -27.3% | +27.7% | +8.3% |
| 3Y | -7.7% | +208.7% | -216.3% | -45.4% |
| 5Y | -31.3% | +197.7% | -229.0% | -59.7% |
| All | -64.8% | +1,083.9% | -1,148.7% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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