-64.8%
AAL vs NVMI
+3,158.6%
-3,223.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -12.9% | -8.4% | -4.5% | -10.3% |
| 3M | -11.2% | -33.6% | +22.4% | +0.7% |
| 6M | +17.8% | -14.7% | +32.5% | +20.4% |
| YTD | -15.1% | +13.2% | -28.4% | -23.0% |
| 1Y | +0.5% | +29.0% | -28.6% | -13.9% |
| 3Y | -7.7% | +215.0% | -222.7% | -49.8% |
| 5Y | -31.3% | +268.6% | -299.9% | -66.2% |
| All | -64.8% | +3,158.6% | -3,223.4% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling