-12.9%
AAL vs NVD
-99.2%
+86.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.2% |
| 7D | -0.3% | -7.7% | +7.3% | -1.2% |
| 30D | -19.0% | -5.8% | -13.2% | -19.2% |
| 3M | -5.1% | -23.2% | +18.1% | -7.0% |
| 6M | +15.5% | -49.7% | +65.2% | +8.4% |
| YTD | -15.8% | -47.7% | +31.9% | -20.1% |
| 1Y | -0.3% | -61.3% | +61.0% | -8.1% |
| 3Y | -7.7% | -99.2% | +91.5% | -42.7% |
| All | -12.9% | -99.2% | +86.2% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling