-68.6%
AAL vs NSC
+296.2%
-364.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | +0.1% |
| 7D | -0.1% | +2.5% | -2.6% | -1.8% |
| 30D | +11.7% | +1.7% | +10.0% | +10.6% |
| 3M | -12.5% | -2.6% | -10.0% | -11.1% |
| 6M | +3.6% | +6.4% | -2.8% | -2.1% |
| YTD | -14.1% | +15.5% | -29.6% | -23.5% |
| 1Y | +0.8% | +17.6% | -16.8% | -11.5% |
| 3Y | +11.8% | +75.0% | -63.2% | -28.4% |
| 5Y | -35.1% | +32.2% | -67.3% | -49.9% |
| All | -68.6% | +296.2% | -364.8% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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