+0.5%
AAL vs NTRS
+51.4%
-50.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.6% |
| 7D | -0.9% | +1.4% | -2.3% | -1.7% |
| 30D | -12.9% | -0.7% | -12.2% | -12.5% |
| 3M | -11.2% | +11.3% | -22.5% | -17.1% |
| 6M | +17.8% | +35.5% | -17.7% | -5.4% |
| YTD | -15.1% | +40.6% | -55.7% | -33.3% |
| 1Y | +0.5% | +49.2% | -48.7% | -25.4% |
| All | +0.5% | +51.4% | -50.9% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling