-4.1%
AAL vs NVDL
+2,657.6%
-2,661.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.1% |
| 7D | -0.3% | +7.3% | -7.6% | -1.3% |
| 30D | -19.0% | -0.7% | -18.3% | -19.2% |
| 3M | -5.1% | +9.5% | -14.5% | -7.1% |
| 6M | +15.5% | +41.6% | -26.1% | +8.0% |
| YTD | -15.8% | +23.3% | -39.1% | -20.2% |
| 1Y | -0.3% | +40.3% | -40.6% | -8.4% |
| 3Y | -7.7% | +692.2% | -699.8% | -44.7% |
| All | -4.1% | +2,657.6% | -2,661.7% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling