-27.8%
AAL vs NVMI
+16,078.3%
-16,106.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.1% |
| 7D | -3.7% | +6.6% | -10.3% | -5.0% |
| 30D | -20.8% | -7.5% | -13.3% | -19.7% |
| 3M | -1.3% | -28.5% | +27.2% | +4.4% |
| 6M | +5.4% | -15.7% | +21.1% | +7.5% |
| YTD | -14.4% | +13.3% | -27.7% | -18.1% |
| 1Y | +2.1% | +48.3% | -46.2% | -7.6% |
| 3Y | -10.6% | +191.2% | -201.8% | -31.2% |
| 5Y | -32.2% | +268.7% | -300.9% | -50.4% |
| 10Y | -62.7% | +3,034.8% | -3,097.5% | -80.6% |
| All | -27.8% | +16,078.3% | -16,106.1% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling