-27.8%
AAL vs NSC
+1,260.0%
-1,287.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | -3.7% | -5.5% | +1.8% | +0.7% |
| 30D | -20.8% | -3.2% | -17.6% | -18.9% |
| 3M | -1.3% | +7.7% | -9.0% | -7.8% |
| 6M | +5.4% | +4.5% | +0.9% | +0.5% |
| YTD | -14.4% | +15.6% | -29.9% | -24.7% |
| 1Y | +2.1% | +19.8% | -17.7% | -13.3% |
| 3Y | -10.6% | +70.1% | -80.7% | -44.4% |
| 5Y | -32.2% | +46.1% | -78.3% | -53.6% |
| 10Y | -62.7% | +328.1% | -390.8% | -90.1% |
| All | -27.8% | +1,260.0% | -1,287.9% | -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