-64.8%
AAL vs NTRS
+259.9%
-324.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.4% |
| 7D | -0.9% | +1.4% | -2.3% | -2.0% |
| 30D | -12.9% | -0.7% | -12.2% | -12.5% |
| 3M | -11.2% | +11.3% | -22.5% | -18.6% |
| 6M | +17.8% | +35.5% | -17.7% | -8.0% |
| YTD | -15.1% | +40.6% | -55.7% | -35.7% |
| 1Y | +0.5% | +49.2% | -48.7% | -27.6% |
| 3Y | -7.7% | +167.2% | -174.9% | -58.8% |
| 5Y | -31.3% | +94.9% | -126.3% | -61.6% |
| All | -64.8% | +259.9% | -324.7% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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