-32.5%
AAL vs NSC
+46.6%
-79.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -0.3% | -1.5% | +1.2% | +0.6% |
| 30D | -19.0% | -1.9% | -17.1% | -18.1% |
| 3M | -5.1% | +6.2% | -11.3% | -9.3% |
| 6M | +15.5% | +9.2% | +6.3% | +8.2% |
| YTD | -15.8% | +15.0% | -30.8% | -23.6% |
| 1Y | -0.3% | +21.1% | -21.4% | -12.9% |
| 3Y | -7.7% | +78.6% | -86.3% | -38.2% |
| 5Y | -32.5% | +45.9% | -78.4% | -47.2% |
| All | -32.5% | +46.6% | -79.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling