-8.2%
AAL vs NSC
+75.0%
-83.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.0% |
| 7D | -1.3% | -2.0% | +0.8% | -0.1% |
| 30D | -13.7% | -3.2% | -10.5% | -12.2% |
| 3M | -8.2% | +3.9% | -12.1% | -11.0% |
| 6M | +13.1% | +7.8% | +5.3% | +6.9% |
| YTD | -15.6% | +13.4% | -29.0% | -22.6% |
| 1Y | +1.4% | +20.3% | -18.9% | -10.7% |
| All | -8.2% | +75.0% | -83.2% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling