+13.1%
AAL vs NRG
-22.9%
+36.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.2% |
| 7D | -1.3% | +3.9% | -5.1% | -2.4% |
| 30D | -13.7% | -3.0% | -10.8% | -13.2% |
| 3M | -8.2% | -10.9% | +2.7% | -7.9% |
| 6M | +13.1% | -25.3% | +38.4% | +19.5% |
| All | +13.1% | -22.9% | +36.0% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling