-32.6%
AAL vs NVS
+92.9%
-125.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.9% | -14.3% | +13.4% | +3.5% |
| 30D | -12.9% | -10.0% | -2.9% | -10.6% |
| 3M | -11.2% | -10.9% | -0.3% | -8.9% |
| 6M | +17.8% | -12.0% | +29.8% | +21.4% |
| YTD | -15.1% | +2.5% | -17.6% | -17.0% |
| 1Y | +0.5% | +10.7% | -10.2% | -4.4% |
| 3Y | -7.7% | +53.3% | -61.0% | -23.0% |
| All | -32.6% | +92.9% | -125.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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