-3.3%
AAL vs NVDL
+2,476.2%
-2,479.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -10.3% | +9.4% | +0.5% |
| 30D | -12.9% | -7.1% | -5.7% | -12.3% |
| 3M | -11.2% | +6.6% | -17.8% | -12.8% |
| 6M | +17.8% | +21.1% | -3.2% | +12.6% |
| YTD | -15.1% | +15.2% | -30.3% | -18.9% |
| 1Y | +0.5% | +18.8% | -18.3% | -5.5% |
| 3Y | -7.7% | +649.9% | -657.6% | -44.4% |
| All | -3.3% | +2,476.2% | -2,479.5% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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