-32.2%
AAL vs NVS
+92.5%
-124.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | -15.7% | +14.8% | +4.0% |
| 30D | -16.0% | -11.1% | -4.9% | -13.4% |
| 3M | -4.2% | -7.2% | +2.9% | -3.1% |
| 6M | +15.7% | -12.3% | +28.0% | +19.3% |
| YTD | -16.2% | +2.8% | -18.9% | -18.1% |
| 1Y | +0.2% | +11.9% | -11.7% | -5.0% |
| 3Y | -8.1% | +55.1% | -63.1% | -23.7% |
| 5Y | -32.2% | +94.1% | -126.2% | -53.4% |
| All | -32.2% | +92.5% | -124.7% | -53.4% |
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