-32.2%
AAL vs NTR
+45.0%
-77.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -0.9% | -2.5% | +1.5% | -0.6% |
| 30D | -16.0% | +17.0% | -33.0% | -18.1% |
| 3M | -4.2% | +22.2% | -26.4% | -7.6% |
| 6M | +15.7% | +5.2% | +10.5% | +13.8% |
| YTD | -16.2% | +29.7% | -45.8% | -21.9% |
| 1Y | +0.2% | +39.4% | -39.2% | -8.6% |
| 3Y | -8.1% | +38.2% | -46.3% | -17.6% |
| 5Y | -32.2% | +47.6% | -79.8% | -47.3% |
| All | -32.2% | +45.0% | -77.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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