+0.5%
AAL vs NSC
+19.9%
-19.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.6% |
| 7D | -0.9% | -2.8% | +1.9% | 0.0% |
| 30D | -12.9% | -4.5% | -8.3% | -11.5% |
| 3M | -11.2% | +3.5% | -14.7% | -13.6% |
| 6M | +17.8% | +8.5% | +9.3% | +11.2% |
| YTD | -15.1% | +12.3% | -27.5% | -19.3% |
| 1Y | +0.5% | +18.9% | -18.5% | -4.5% |
| All | +0.5% | +19.9% | -19.4% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling