-8.2%
AAL vs NVD
-99.1%
+91.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | +0.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.2% |
| 30D | -13.7% | -9.3% | -4.4% | -14.4% |
| 3M | -8.2% | -22.1% | +13.9% | -9.9% |
| 6M | +13.1% | -45.8% | +58.9% | +7.1% |
| YTD | -15.6% | -46.7% | +31.1% | -19.7% |
| 1Y | +1.4% | -59.5% | +60.9% | -6.0% |
| All | -8.2% | -99.1% | +91.0% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling