-28.9%
AAL vs NRG
+662.5%
-691.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.5% |
| 7D | -1.3% | +3.9% | -5.1% | -2.7% |
| 30D | -13.7% | -3.0% | -10.8% | -13.1% |
| 3M | -8.2% | -10.9% | +2.7% | -5.9% |
| 6M | +13.1% | -25.3% | +38.4% | +22.6% |
| YTD | -15.6% | -26.8% | +11.3% | -8.6% |
| 1Y | +1.4% | -23.3% | +24.7% | +7.4% |
| 3Y | -7.4% | +208.6% | -216.0% | -44.4% |
| 5Y | -35.9% | +194.1% | -230.1% | -61.6% |
| 10Y | -65.1% | +1,123.6% | -1,188.7% | -88.3% |
| All | -28.9% | +662.5% | -691.4% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling