-26.8%
AAL vs NSC
+1,281.3%
-1,308.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.2% |
| 7D | +2.9% | +1.6% | +1.3% | +1.6% |
| 30D | +6.5% | +4.2% | +2.3% | +3.2% |
| 3M | -10.9% | -0.2% | -10.6% | -10.9% |
| 6M | +4.9% | +7.6% | -2.7% | -2.3% |
| YTD | -13.2% | +17.4% | -30.6% | -24.7% |
| 1Y | -1.1% | +18.3% | -19.4% | -14.8% |
| 3Y | +12.8% | +79.8% | -67.0% | -32.6% |
| 5Y | -34.4% | +34.3% | -68.7% | -51.7% |
| 10Y | -67.9% | +303.1% | -371.0% | -91.0% |
| All | -26.8% | +1,281.3% | -1,308.1% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling