-65.2%
AAL vs NTAP
+591.7%
-656.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.9% | -1.0% | 0.0% | -0.5% |
| 30D | -16.0% | -7.5% | -8.5% | -12.6% |
| 3M | -4.2% | +14.6% | -18.9% | -12.5% |
| 6M | +15.7% | +91.0% | -75.3% | -24.7% |
| YTD | -16.2% | +73.7% | -89.9% | -42.8% |
| 1Y | +0.2% | +51.2% | -51.0% | -25.7% |
| 3Y | -8.1% | +146.1% | -154.2% | -52.4% |
| 5Y | -32.2% | +122.8% | -155.0% | -63.2% |
| All | -65.2% | +591.7% | -656.9% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling